+662.0%
PBR vs GAP
+31.2%
+630.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.4% |
| 7D | +5.4% | -4.1% | +9.5% | +6.2% |
| 30D | +22.9% | +6.2% | +16.6% | +20.8% |
| 3M | +19.6% | -0.7% | +20.3% | +18.9% |
| 6M | +16.5% | -7.1% | +23.6% | +16.3% |
| YTD | +86.7% | -14.1% | +100.7% | +87.8% |
| 1Y | +74.7% | -8.5% | +83.2% | +72.2% |
| 3Y | +102.6% | +115.4% | -12.8% | +46.6% |
| 5Y | +566.6% | +9.8% | +556.8% | +437.4% |
| All | +662.0% | +31.2% | +630.8% | +316.3% |
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