+3,301.6%
PEP vs GAP
+2,227.0%
+1,074.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.3% |
| 7D | +4.6% | -0.1% | +4.7% | +4.6% |
| 30D | +14.0% | -5.4% | +19.4% | +14.6% |
| 3M | +5.4% | +2.9% | +2.5% | +4.8% |
| 6M | -5.1% | -4.4% | -0.7% | -5.2% |
| YTD | +3.1% | -11.6% | +14.7% | +3.5% |
| 1Y | +4.8% | -6.0% | +10.8% | +4.3% |
| 3Y | -4.1% | +78.0% | -82.1% | -15.1% |
| 5Y | +3.0% | +8.5% | -5.5% | -6.6% |
| 10Y | +89.6% | +8.6% | +81.0% | +56.0% |
| All | +3,301.6% | +2,227.0% | +1,074.6% | +816.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling