+26.8%
PL vs GAP
-22.5%
+49.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -4.1% | +14.5% | +11.6% |
| 7D | -6.8% | -3.8% | -3.1% | -6.1% |
| 30D | -29.3% | -9.0% | -20.3% | -27.6% |
| 3M | -44.8% | +5.5% | -50.2% | -46.4% |
| 6M | -68.4% | -11.1% | -57.3% | -68.1% |
| YTD | -36.4% | -13.6% | -22.8% | -36.3% |
| 1Y | +0.7% | -2.9% | +3.6% | -3.6% |
| 3Y | +455.3% | +69.6% | +385.7% | +332.5% |
| 5Y | +22.7% | +5.4% | +17.3% | -11.4% |
| All | +26.8% | -22.5% | +49.2% | -8.7% |
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