+50.9%
O vs GAP
+27.6%
+23.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.6% |
| 7D | -3.5% | -6.3% | +2.8% | -2.6% |
| 30D | -3.3% | -0.2% | -3.1% | -3.5% |
| 3M | -2.8% | 0.0% | -2.9% | -3.2% |
| 6M | -5.8% | -8.1% | +2.3% | -5.4% |
| YTD | +9.4% | -16.5% | +25.9% | +10.8% |
| 1Y | +5.7% | -10.5% | +16.1% | +5.5% |
| 3Y | +27.2% | +104.0% | -76.7% | +3.1% |
| 5Y | +17.2% | +6.8% | +10.4% | +2.1% |
| All | +50.9% | +27.6% | +23.3% | -3.8% |
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 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