+1,315.7%
MU vs GAP
+9.0%
+1,306.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.5% | +5.6% | +6.0% |
| 7D | +9.0% | -4.5% | +13.4% | +10.3% |
| 30D | +13.8% | +9.0% | +4.8% | +10.4% |
| 3M | +2.1% | +5.0% | -2.9% | -0.4% |
| 6M | +153.8% | -17.8% | +171.6% | +162.4% |
| YTD | +256.4% | -10.4% | +266.8% | +258.0% |
| 1Y | +719.8% | -3.4% | +723.1% | +701.7% |
| 3Y | +1,360.4% | +111.5% | +1,248.9% | +980.0% |
| All | +1,315.7% | +9.0% | +1,306.7% | +987.4% |
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