+72,065.9%
MU vs GAP
+2,175.1%
+69,890.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.1% | +9.3% | +6.4% |
| 7D | -22.0% | -3.8% | -18.2% | -21.1% |
| 30D | -36.6% | -9.0% | -27.5% | -34.8% |
| 3M | -21.7% | +5.5% | -27.2% | -24.0% |
| 6M | +3.5% | -11.1% | +14.6% | +4.3% |
| YTD | +141.9% | -13.6% | +155.5% | +144.2% |
| 1Y | +189.8% | -2.9% | +192.7% | +181.0% |
| 3Y | +855.4% | +69.6% | +785.8% | +616.6% |
| 5Y | +869.2% | +5.4% | +863.8% | +684.7% |
| 10Y | +4,142.8% | +17.8% | +4,125.0% | +2,604.1% |
| All | +72,065.9% | +2,175.1% | +69,890.8% | +8,466.9% |
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