+713.9%
PH vs GAP
+12.0%
+702.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | +2.1% | -0.1% | +2.2% | +1.9% |
| 30D | +0.3% | -5.4% | +5.7% | +1.4% |
| 3M | -8.8% | +2.9% | -11.7% | -10.4% |
| 6M | +10.0% | -4.4% | +14.5% | +9.3% |
| YTD | +10.5% | -11.6% | +22.1% | +11.4% |
| 1Y | +15.5% | -6.0% | +21.6% | +14.1% |
| 3Y | +136.4% | +78.0% | +58.4% | +76.3% |
| 5Y | +213.6% | +8.5% | +205.1% | +153.2% |
| 10Y | +713.9% | +8.6% | +705.3% | +384.9% |
| All | +713.9% | +12.0% | +702.0% | +384.9% |
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