+386.6%
PSX vs GAP
+28.3%
+358.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +1.7% |
| 7D | +1.8% | -3.2% | +5.0% | +2.6% |
| 30D | +21.6% | -0.7% | +22.3% | +21.4% |
| 3M | +46.5% | -0.5% | +46.9% | +45.6% |
| 6M | +62.0% | -5.0% | +67.0% | +60.9% |
| YTD | +106.3% | -14.7% | +121.0% | +109.0% |
| 1Y | +103.0% | -8.6% | +111.6% | +100.7% |
| 3Y | +135.5% | +108.4% | +27.2% | +72.8% |
| 5Y | +368.5% | +5.8% | +362.7% | +287.3% |
| 10Y | +386.6% | +29.6% | +356.9% | +211.3% |
| All | +386.6% | +28.3% | +358.3% | +211.3% |
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