+885.0%
MSFT vs GAP
+28.3%
+856.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.1% |
| 7D | -1.0% | -3.2% | +2.1% | -0.7% |
| 30D | -2.7% | -0.7% | -2.0% | -2.7% |
| 3M | +22.1% | -0.5% | +22.6% | +22.0% |
| 6M | +20.6% | -5.0% | +25.6% | +20.4% |
| YTD | +2.3% | -14.7% | +17.0% | +3.1% |
| 1Y | -0.5% | -8.6% | +8.1% | -0.9% |
| 3Y | +50.5% | +108.4% | -57.8% | +28.7% |
| 5Y | +72.3% | +5.8% | +66.6% | +54.3% |
| 10Y | +885.0% | +29.6% | +855.4% | +678.2% |
| All | +885.0% | +28.3% | +856.7% | +678.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling