+76,578.9%
MU vs GAP
+2,254.5%
+74,324.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.8% | +5.1% |
| 7D | -12.0% | 0.0% | -12.1% | -12.1% |
| 30D | -28.7% | -4.3% | -24.4% | -27.9% |
| 3M | -16.4% | +9.4% | -25.8% | -19.8% |
| 6M | -1.8% | -3.3% | +1.5% | -3.6% |
| YTD | +157.1% | -10.5% | +167.6% | +156.7% |
| 1Y | +208.5% | -2.4% | +210.9% | +198.9% |
| 3Y | +906.2% | +80.1% | +826.1% | +640.6% |
| 5Y | +893.4% | +6.5% | +886.9% | +702.6% |
| 10Y | +4,271.9% | +14.6% | +4,257.3% | +2,719.2% |
| All | +76,578.9% | +2,254.5% | +74,324.3% | +8,907.3% |
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