+46.4%
RF vs GAP
+3.6%
+42.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +0.4% | -5.2% | +5.5% | +1.5% |
| 30D | +5.6% | -6.9% | +12.5% | +7.1% |
| 3M | -8.9% | +5.7% | -14.6% | -10.6% |
| 6M | +7.1% | +0.9% | +6.2% | +5.2% |
| YTD | +8.3% | -14.5% | +22.8% | +10.1% |
| 1Y | +16.8% | -12.1% | +28.9% | +17.7% |
| 3Y | +115.0% | +72.2% | +42.9% | +70.3% |
| 5Y | +46.4% | +4.5% | +41.9% | +13.8% |
| All | +46.4% | +3.6% | +42.8% | +13.8% |
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