+76.2%
O vs GAP
+1.5%
+74.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -0.4% | -1.9% | +1.5% | -0.1% |
| 30D | +7.1% | -7.1% | +14.2% | +8.2% |
| 3M | -5.2% | +4.1% | -9.3% | -6.2% |
| 6M | -1.8% | +1.9% | -3.7% | -2.9% |
| YTD | +9.1% | -15.2% | +24.3% | +10.0% |
| 1Y | +9.7% | -10.6% | +20.3% | +9.6% |
| 3Y | +39.1% | +74.6% | -35.4% | +15.9% |
| 5Y | +8.4% | +3.7% | +4.7% | -4.9% |
| All | +76.2% | +1.5% | +74.7% | +10.2% |
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 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