+281.3%
P vs GAP
+9.0%
+272.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +6.5% | -4.5% | +11.0% | +7.3% |
| 30D | +18.8% | +9.0% | +9.8% | +16.8% |
| 3M | +26.7% | +5.0% | +21.7% | +25.1% |
| 6M | +62.2% | -17.8% | +80.0% | +65.1% |
| YTD | +48.5% | -10.4% | +58.9% | +48.2% |
| 1Y | +26.4% | -3.4% | +29.8% | +23.8% |
| 3Y | +159.4% | +111.5% | +47.9% | +107.7% |
| All | +281.3% | +9.0% | +272.3% | +176.1% |
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