+221.7%
PR vs GAP
+5.0%
+216.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.1% | +2.8% |
| 7D | -16.4% | -3.8% | -12.6% | -15.9% |
| 30D | -1.9% | -9.0% | +7.1% | -0.3% |
| 3M | +8.0% | +5.5% | +2.5% | +5.6% |
| 6M | +4.1% | -11.1% | +15.2% | +4.8% |
| YTD | +58.7% | -13.6% | +72.3% | +59.0% |
| 1Y | +75.8% | -2.9% | +78.7% | +70.4% |
| 3Y | +73.2% | +69.6% | +3.5% | +32.8% |
| All | +221.7% | +5.0% | +216.7% | +151.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling