+45.2%
PL vs GAP
-19.8%
+64.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +3.5% | +11.0% | +13.5% |
| 7D | +10.9% | 0.0% | +10.8% | +10.6% |
| 30D | -16.4% | -4.3% | -12.1% | -15.5% |
| 3M | -39.9% | +9.4% | -49.4% | -42.3% |
| 6M | -63.2% | -3.3% | -59.9% | -63.8% |
| YTD | -27.1% | -10.5% | -16.6% | -27.7% |
| 1Y | +12.2% | -2.4% | +14.6% | +7.4% |
| 3Y | +584.3% | +80.1% | +504.2% | +424.2% |
| 5Y | +37.0% | +6.5% | +30.5% | -2.0% |
| All | +45.2% | -19.8% | +64.9% | +3.6% |
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