+22,650.5%
PH vs GAP
+2,175.1%
+20,475.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.1% | +7.0% | +3.9% |
| 7D | +2.0% | -3.8% | +5.8% | +2.7% |
| 30D | -3.7% | -9.0% | +5.3% | -1.6% |
| 3M | -14.0% | +5.5% | -19.5% | -16.0% |
| 6M | +2.1% | -11.1% | +13.2% | +3.4% |
| YTD | +5.1% | -13.6% | +18.6% | +6.5% |
| 1Y | +10.9% | -2.9% | +13.8% | +8.7% |
| 3Y | +132.9% | +69.6% | +63.3% | +82.4% |
| 5Y | +200.1% | +5.4% | +194.7% | +149.4% |
| 10Y | +783.8% | +17.8% | +766.0% | +519.6% |
| All | +22,650.5% | +2,175.1% | +20,475.4% | +7,479.1% |
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