+4,271.9%
MU vs GAP
+20.3%
+4,251.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.8% | +5.3% |
| 7D | -12.0% | 0.0% | -12.1% | -12.1% |
| 30D | -28.7% | -4.3% | -24.4% | -28.0% |
| 3M | -16.4% | +9.4% | -25.8% | -19.2% |
| 6M | -1.8% | -3.3% | +1.5% | -3.2% |
| YTD | +157.1% | -10.5% | +167.6% | +157.3% |
| 1Y | +208.5% | -2.4% | +210.9% | +200.8% |
| 3Y | +906.2% | +80.1% | +826.1% | +684.1% |
| 5Y | +893.4% | +6.5% | +886.9% | +732.0% |
| 10Y | +4,271.9% | +14.6% | +4,257.3% | +3,043.2% |
| All | +4,271.9% | +20.3% | +4,251.6% | +3,043.2% |
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