+812.6%
PH vs GAP
+28.3%
+784.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.6% |
| 7D | 0.0% | -3.2% | +3.2% | +0.9% |
| 30D | -10.3% | -0.7% | -9.6% | -10.5% |
| 3M | +5.1% | -0.5% | +5.5% | +4.4% |
| 6M | +2.3% | -5.0% | +7.3% | +2.1% |
| YTD | +8.7% | -14.7% | +23.4% | +11.2% |
| 1Y | +26.8% | -8.6% | +35.4% | +26.3% |
| 3Y | +139.2% | +108.4% | +30.8% | +70.0% |
| 5Y | +251.1% | +5.8% | +245.3% | +186.0% |
| 10Y | +812.6% | +29.6% | +782.9% | +450.7% |
| All | +812.6% | +28.3% | +784.3% | +450.7% |
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 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