+32.6%
NET vs GAP
+18.2%
+14.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.0% | -10.6% | -4.8% |
| 7D | -16.4% | +8.0% | -24.3% | -18.2% |
| 30D | -25.8% | +2.7% | -28.5% | -26.6% |
| 3M | -11.5% | +16.0% | -27.6% | -16.1% |
| 6M | +18.9% | +2.0% | +16.9% | +15.9% |
| YTD | +35.2% | -4.4% | +39.6% | +32.2% |
| 1Y | +14.5% | +9.2% | +5.3% | +6.6% |
| 3Y | +313.8% | +84.7% | +229.1% | +172.2% |
| 5Y | +32.6% | +17.9% | +14.6% | -30.2% |
| All | +32.6% | +18.2% | +14.4% | -30.2% |
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