+64.8%
PR vs GAP
+20.3%
+44.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.5% | -2.1% |
| 7D | -12.4% | 0.0% | -12.4% | -12.7% |
| 30D | -6.6% | -4.3% | -2.3% | -5.8% |
| 3M | +7.5% | +9.4% | -1.9% | +2.9% |
| 6M | +10.8% | -3.3% | +14.1% | +8.5% |
| YTD | +57.0% | -10.5% | +67.6% | +55.1% |
| 1Y | +67.9% | -2.4% | +70.3% | +60.4% |
| 3Y | +87.6% | +80.1% | +7.5% | +29.4% |
| 5Y | +220.4% | +6.5% | +213.9% | +147.1% |
| 10Y | +64.8% | +14.6% | +50.2% | +25.9% |
| All | +64.8% | +20.3% | +44.5% | +25.9% |
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