+340.4%
RF vs GAP
+36.8%
+303.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +1.3% | -4.5% | +5.8% | +2.7% |
| 30D | -3.6% | +9.0% | -12.7% | -6.7% |
| 3M | +8.1% | +5.0% | +3.1% | +5.6% |
| 6M | +11.5% | -17.8% | +29.3% | +16.0% |
| YTD | +15.6% | -10.4% | +26.0% | +16.7% |
| 1Y | +15.7% | -3.4% | +19.1% | +13.3% |
| 3Y | +86.9% | +111.5% | -24.6% | +25.4% |
| 5Y | +89.8% | +8.8% | +81.0% | +48.8% |
| All | +340.4% | +36.8% | +303.6% | +157.3% |
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