+5,387.7%
O vs GAP
+722.5%
+4,665.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -0.7% | -4.5% | +3.7% | 0.0% |
| 30D | -1.9% | +9.0% | -10.9% | -3.5% |
| 3M | +3.8% | +5.0% | -1.2% | +2.6% |
| 6M | -4.7% | -17.8% | +13.1% | -2.8% |
| YTD | +12.5% | -10.4% | +22.9% | +12.8% |
| 1Y | +10.8% | -3.4% | +14.2% | +9.2% |
| 3Y | +28.8% | +111.5% | -82.7% | +3.1% |
| 5Y | +13.2% | +8.8% | +4.4% | -3.0% |
| 10Y | +53.5% | +32.9% | +20.6% | +10.0% |
| All | +5,387.7% | +722.5% | +4,665.2% | +3,122.8% |
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 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