+84.5%
PR vs GAP
+1.5%
+83.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.5% |
| 7D | +6.0% | -1.9% | +7.9% | +6.5% |
| 30D | -4.2% | -7.1% | +2.9% | -2.6% |
| 3M | +10.0% | +4.1% | +5.9% | +6.8% |
| 6M | +15.6% | +1.9% | +13.7% | +11.3% |
| YTD | +68.2% | -15.2% | +83.4% | +68.8% |
| 1Y | +79.2% | -10.6% | +89.8% | +76.0% |
| 3Y | +94.9% | +74.6% | +20.3% | +35.3% |
| 5Y | +272.8% | +3.7% | +269.1% | +188.6% |
| All | +84.5% | +1.5% | +83.0% | +40.6% |
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