+239.8%
RF vs GAP
+12.0%
+227.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | +0.3% | -0.1% | +0.4% | +0.2% |
| 30D | +6.2% | -5.4% | +11.6% | +7.7% |
| 3M | -7.8% | +2.9% | -10.7% | -9.6% |
| 6M | +5.9% | -4.4% | +10.3% | +5.2% |
| YTD | +9.0% | -11.6% | +20.6% | +10.0% |
| 1Y | +19.3% | -6.0% | +25.3% | +17.6% |
| 3Y | +116.4% | +78.0% | +38.4% | +54.3% |
| 5Y | +46.0% | +8.5% | +37.6% | +14.3% |
| 10Y | +239.8% | +8.6% | +231.2% | +102.7% |
| All | +239.8% | +12.0% | +227.8% | +102.7% |
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 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