+368.5%
PSX vs GAP
+6.6%
+361.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +1.4% |
| 7D | +1.8% | -3.2% | +5.0% | +2.3% |
| 30D | +21.6% | -0.7% | +22.3% | +21.5% |
| 3M | +46.5% | -0.5% | +46.9% | +45.9% |
| 6M | +62.0% | -5.0% | +67.0% | +61.3% |
| YTD | +106.3% | -14.7% | +121.0% | +108.4% |
| 1Y | +103.0% | -8.6% | +111.6% | +101.6% |
| 3Y | +135.5% | +108.4% | +27.2% | +94.4% |
| 5Y | +368.5% | +5.8% | +362.7% | +314.7% |
| All | +368.5% | +6.6% | +361.9% | +314.7% |
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