+1,668.3%
PLTR vs GAP
+54.9%
+1,613.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.2% | -1.9% |
| 7D | +4.7% | -1.9% | +6.7% | +5.2% |
| 30D | -16.4% | -7.1% | -9.4% | -15.1% |
| 3M | -6.2% | +4.1% | -10.3% | -7.5% |
| 6M | +29.2% | +1.9% | +27.3% | +26.6% |
| YTD | -5.5% | -15.2% | +9.7% | -4.6% |
| 1Y | -2.4% | -10.6% | +8.2% | -3.0% |
| 3Y | +752.3% | +74.6% | +677.7% | +552.0% |
| 5Y | +635.8% | +3.7% | +632.2% | +434.0% |
| All | +1,668.3% | +54.9% | +1,613.4% | +1,166.4% |
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