+284.7%
P vs GAP
+2.1%
+282.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | +11.6% | -1.9% | +13.5% | +12.0% |
| 30D | -23.7% | -7.1% | -16.6% | -22.8% |
| 3M | -8.0% | +4.1% | -12.1% | -8.8% |
| 6M | +27.9% | +1.9% | +26.0% | +25.6% |
| YTD | +61.2% | -15.2% | +76.4% | +62.3% |
| 1Y | +28.6% | -10.6% | +39.3% | +27.9% |
| 3Y | +200.5% | +74.6% | +125.9% | +150.7% |
| All | +284.7% | +2.1% | +282.6% | +165.0% |
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