+415.3%
PR vs GAP
+9.0%
+406.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | +2.9% | -4.5% | +7.4% | +3.9% |
| 30D | +18.0% | +9.0% | +9.0% | +15.2% |
| 3M | +16.9% | +5.0% | +11.9% | +14.6% |
| 6M | +28.2% | -17.8% | +46.0% | +31.4% |
| YTD | +69.3% | -10.4% | +79.7% | +69.3% |
| 1Y | +69.5% | -3.4% | +72.9% | +64.9% |
| 3Y | +81.7% | +111.5% | -29.8% | +29.4% |
| All | +415.3% | +9.0% | +406.3% | +326.2% |
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