+1,112.1%
PSX vs GAP
+37.0%
+1,075.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +4.5% | -4.5% | +9.0% | +5.6% |
| 30D | +26.6% | +9.0% | +17.6% | +23.6% |
| 3M | +39.3% | +5.0% | +34.3% | +36.7% |
| 6M | +56.8% | -17.8% | +74.6% | +61.0% |
| YTD | +101.8% | -10.4% | +112.2% | +102.2% |
| 1Y | +99.6% | -3.4% | +103.0% | +94.9% |
| 3Y | +140.3% | +111.5% | +28.9% | +77.0% |
| 5Y | +339.3% | +8.8% | +330.5% | +261.5% |
| 10Y | +369.9% | +32.9% | +337.0% | +201.8% |
| All | +1,112.1% | +37.0% | +1,075.1% | +623.0% |
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