+2,417.1%
MSCI vs GAP
+94.1%
+2,323.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +0.4% | -4.5% | +4.9% | +1.3% |
| 30D | +0.6% | +9.0% | -8.5% | -1.5% |
| 3M | -7.1% | +5.0% | -12.1% | -8.4% |
| 6M | +0.8% | -17.8% | +18.6% | +3.4% |
| YTD | +1.0% | -10.4% | +11.4% | +1.5% |
| 1Y | +4.3% | -3.4% | +7.7% | +2.7% |
| 3Y | +9.9% | +111.5% | -101.5% | -15.9% |
| 5Y | -6.8% | +8.8% | -15.6% | -21.8% |
| 10Y | +614.7% | +32.9% | +581.8% | +360.5% |
| All | +2,417.1% | +94.1% | +2,323.0% | +1,084.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling