+1,149.3%
PSX vs GAP
+30.7%
+1,118.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.9% |
| 7D | +6.4% | -5.2% | +11.6% | +7.7% |
| 30D | -10.2% | -6.9% | -3.3% | -8.9% |
| 3M | +17.2% | +5.7% | +11.5% | +14.7% |
| 6M | +51.8% | +0.9% | +50.8% | +48.7% |
| YTD | +108.0% | -14.5% | +122.5% | +109.5% |
| 1Y | +96.1% | -12.1% | +108.2% | +95.7% |
| 3Y | +155.9% | +72.2% | +83.7% | +99.0% |
| 5Y | +306.9% | +4.5% | +302.4% | +237.0% |
| 10Y | +364.5% | +3.3% | +361.2% | +215.0% |
| All | +1,149.3% | +30.7% | +1,118.5% | +649.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling