+69.1%
MSFT vs GAP
+10.4%
+58.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.7% | +2.3% |
| 7D | +7.5% | 0.0% | +7.5% | +7.5% |
| 30D | +1.9% | -4.3% | +6.2% | +2.4% |
| 3M | +9.2% | +9.4% | -0.2% | +7.9% |
| 6M | +31.9% | -3.3% | +35.1% | +31.4% |
| YTD | +13.4% | -10.5% | +24.0% | +13.5% |
| 1Y | +10.6% | -2.4% | +13.0% | +9.3% |
| 3Y | +54.7% | +80.1% | -25.4% | +32.5% |
| 5Y | +69.1% | +6.5% | +62.6% | +40.2% |
| All | +69.1% | +10.4% | +58.7% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling