+5,286.6%
O vs GAP
+711.6%
+4,575.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.3% |
| 7D | +3.5% | -0.1% | +3.6% | +3.5% |
| 30D | +10.4% | -5.4% | +15.8% | +11.3% |
| 3M | -2.4% | +2.9% | -5.3% | -3.3% |
| 6M | -1.2% | -4.4% | +3.2% | -1.5% |
| YTD | +10.4% | -11.6% | +22.0% | +10.7% |
| 1Y | +11.4% | -6.0% | +17.5% | +10.4% |
| 3Y | +40.4% | +78.0% | -37.6% | +16.1% |
| 5Y | +12.1% | +8.5% | +3.7% | -3.8% |
| 10Y | +82.7% | +8.6% | +74.1% | +36.1% |
| All | +5,286.6% | +711.6% | +4,575.0% | +3,062.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling