+133,470.8%
MSFT vs GAP
+2,258.2%
+131,212.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -2.7% | -4.5% | +1.8% | -1.8% |
| 30D | +2.7% | +9.0% | -6.3% | +0.8% |
| 3M | +17.0% | +5.0% | +12.0% | +15.5% |
| 6M | +23.8% | -17.8% | +41.6% | +26.8% |
| YTD | +4.0% | -10.4% | +14.4% | +4.3% |
| 1Y | -0.8% | -3.4% | +2.6% | -2.5% |
| 3Y | +55.6% | +111.5% | -55.9% | +21.1% |
| 5Y | +72.9% | +8.8% | +64.1% | +46.0% |
| 10Y | +875.8% | +32.9% | +842.9% | +568.4% |
| All | +133,470.8% | +2,258.2% | +131,212.6% | +27,382.0% |
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