+380.3%
NDAQ vs GAP
+28.3%
+352.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.3% |
| 7D | -1.6% | -3.2% | +1.6% | -1.2% |
| 30D | -1.5% | -0.7% | -0.8% | -1.5% |
| 3M | +8.0% | -0.5% | +8.5% | +7.9% |
| 6M | +7.7% | -5.0% | +12.7% | +7.6% |
| YTD | -2.3% | -14.7% | +12.3% | -1.4% |
| 1Y | +0.6% | -8.6% | +9.2% | +0.3% |
| 3Y | +90.9% | +108.4% | -17.4% | +62.4% |
| 5Y | +52.5% | +5.8% | +46.7% | +36.8% |
| 10Y | +380.3% | +29.6% | +350.6% | +253.3% |
| All | +380.3% | +28.3% | +352.0% | +253.3% |
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 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