+112.5%
NET vs GAP
+9.0%
+103.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -7.0% | -4.5% | -2.5% | -5.8% |
| 30D | -4.8% | +9.0% | -13.8% | -7.6% |
| 3M | +3.8% | +5.0% | -1.2% | +1.6% |
| 6M | +50.0% | -17.8% | +67.9% | +55.0% |
| YTD | +41.5% | -10.4% | +51.9% | +41.6% |
| 1Y | +32.8% | -3.4% | +36.2% | +28.7% |
| 3Y | +335.9% | +111.5% | +224.4% | +168.3% |
| All | +112.5% | +9.0% | +103.5% | +22.4% |
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