+145,627.7%
MSFT vs GAP
+2,254.5%
+143,373.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.7% | +2.1% |
| 7D | +7.5% | 0.0% | +7.5% | +7.5% |
| 30D | +1.9% | -4.3% | +6.2% | +2.7% |
| 3M | +9.2% | +9.4% | -0.2% | +6.9% |
| 6M | +31.9% | -3.3% | +35.1% | +31.2% |
| YTD | +13.4% | -10.5% | +24.0% | +13.6% |
| 1Y | +10.6% | -2.4% | +13.0% | +8.6% |
| 3Y | +54.7% | +80.1% | -25.4% | +24.8% |
| 5Y | +69.1% | +6.5% | +62.6% | +43.8% |
| 10Y | +920.4% | +14.6% | +905.8% | +626.6% |
| All | +145,627.7% | +2,254.5% | +143,373.1% | +29,835.2% |
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 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