+70.9%
NDAQ vs GAP
+5.8%
+65.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.1% |
| 7D | 0.0% | -9.3% | +9.3% | +1.1% |
| 30D | +16.3% | -5.5% | +21.8% | +17.0% |
| 3M | +15.8% | +3.5% | +12.3% | +15.0% |
| 6M | +24.8% | +0.7% | +24.1% | +23.9% |
| YTD | +14.1% | -13.4% | +27.4% | +14.7% |
| 1Y | +26.5% | -7.7% | +34.2% | +26.1% |
| 3Y | +119.1% | +74.4% | +44.7% | +92.7% |
| 5Y | +70.9% | +5.3% | +65.6% | +46.8% |
| All | +70.9% | +5.8% | +65.1% | +46.8% |
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