+715.0%
P vs GAP
+34.2%
+680.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | +7.8% | +1.7% | +6.1% | +7.5% |
| 30D | +12.3% | +9.3% | +3.0% | +9.6% |
| 3M | +37.1% | +6.1% | +31.0% | +34.2% |
| 6M | +66.1% | -2.3% | +68.4% | +63.1% |
| YTD | +50.9% | -10.6% | +61.5% | +50.4% |
| 1Y | +27.2% | -4.4% | +31.7% | +24.2% |
| 3Y | +158.7% | +118.3% | +40.4% | +90.8% |
| 5Y | +291.1% | +12.2% | +278.9% | +218.3% |
| 10Y | +715.0% | +33.7% | +681.3% | +457.4% |
| All | +715.0% | +34.2% | +680.8% | +457.4% |
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