+44.1%
PL vs GAP
-20.7%
+64.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +5.6% | -0.1% | +5.7% | +5.5% |
| 30D | -16.9% | -5.4% | -11.5% | -15.8% |
| 3M | -38.2% | +2.9% | -41.1% | -39.4% |
| 6M | -63.4% | -4.4% | -59.0% | -63.9% |
| YTD | -27.6% | -11.6% | -16.1% | -28.0% |
| 1Y | +6.6% | -6.0% | +12.6% | +3.3% |
| 3Y | +557.6% | +78.0% | +479.6% | +405.5% |
| 5Y | +39.5% | +8.5% | +31.0% | +0.1% |
| All | +44.1% | -20.7% | +64.8% | +3.2% |
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