+53.8%
NDAQ vs GAP
+9.4%
+44.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -2.6% | +1.7% | -4.3% | -2.7% |
| 30D | +0.5% | +9.3% | -8.9% | -0.7% |
| 3M | +9.9% | +6.1% | +3.8% | +9.0% |
| 6M | +8.2% | -2.3% | +10.5% | +7.7% |
| YTD | -1.5% | -10.6% | +9.1% | -1.2% |
| 1Y | +1.3% | -4.4% | +5.8% | +0.6% |
| 3Y | +92.6% | +118.3% | -25.7% | +64.3% |
| 5Y | +53.8% | +12.2% | +41.6% | +30.7% |
| All | +53.8% | +9.4% | +44.4% | +30.7% |
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