+707.9%
P vs GAP
+20.3%
+687.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.8% | +5.5% |
| 7D | -9.6% | 0.0% | -9.7% | -9.6% |
| 30D | -33.4% | -4.3% | -29.1% | -32.9% |
| 3M | +14.2% | +9.4% | +4.8% | +11.4% |
| 6M | +31.6% | -3.3% | +34.9% | +29.9% |
| YTD | +53.5% | -10.5% | +64.0% | +52.8% |
| 1Y | +14.2% | -2.4% | +16.6% | +11.0% |
| 3Y | +190.5% | +80.1% | +110.4% | +125.7% |
| 5Y | +256.3% | +6.5% | +249.9% | +194.9% |
| 10Y | +707.9% | +14.6% | +693.3% | +442.5% |
| All | +707.9% | +20.3% | +687.6% | +442.5% |
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