+12.1%
O vs GAP
+7.5%
+4.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.1% |
| 7D | +3.5% | -0.1% | +3.6% | +3.5% |
| 30D | +10.4% | -5.4% | +15.8% | +10.8% |
| 3M | -2.4% | +2.9% | -5.3% | -2.8% |
| 6M | -1.2% | -4.4% | +3.2% | -1.3% |
| YTD | +10.4% | -11.6% | +22.0% | +10.6% |
| 1Y | +11.4% | -6.0% | +17.5% | +11.1% |
| 3Y | +40.4% | +78.0% | -37.6% | +28.1% |
| 5Y | +12.1% | +8.5% | +3.7% | +0.6% |
| All | +12.1% | +7.5% | +4.7% | +0.6% |
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