+23,761.0%
PH vs GAP
+2,258.2%
+21,502.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -3.1% | -4.5% | +1.4% | -1.9% |
| 30D | -3.2% | +9.0% | -12.3% | -5.8% |
| 3M | +10.6% | +5.0% | +5.6% | +8.4% |
| 6M | -2.1% | -17.8% | +15.7% | +1.3% |
| YTD | +10.2% | -10.4% | +20.6% | +11.2% |
| 1Y | +28.2% | -3.4% | +31.6% | +26.1% |
| 3Y | +134.9% | +111.5% | +23.4% | +73.5% |
| 5Y | +253.6% | +8.8% | +244.8% | +192.1% |
| 10Y | +804.7% | +32.9% | +771.8% | +515.8% |
| All | +23,761.0% | +2,258.2% | +21,502.8% | +7,816.5% |
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