+763.1%
PM vs GAP
+98.5%
+664.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -2.0% |
| 7D | -4.9% | -4.5% | -0.4% | -4.4% |
| 30D | -3.4% | +9.0% | -12.4% | -4.6% |
| 3M | +5.2% | +5.0% | +0.2% | +4.2% |
| 6M | +3.7% | -17.8% | +21.5% | +5.2% |
| YTD | +15.8% | -10.4% | +26.2% | +15.9% |
| 1Y | +17.4% | -3.4% | +20.8% | +15.9% |
| 3Y | +116.9% | +111.5% | +5.4% | +79.7% |
| 5Y | +117.3% | +8.8% | +108.5% | +91.4% |
| 10Y | +193.8% | +32.9% | +160.9% | +116.3% |
| All | +763.1% | +98.5% | +664.6% | +399.6% |
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 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