+90.1%
RF vs GAP
+9.0%
+81.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +1.3% | -4.5% | +5.8% | +2.4% |
| 30D | -3.6% | +9.0% | -12.7% | -5.9% |
| 3M | +8.1% | +5.0% | +3.1% | +6.2% |
| 6M | +11.5% | -17.8% | +29.3% | +15.0% |
| YTD | +15.6% | -10.4% | +26.0% | +16.6% |
| 1Y | +15.7% | -3.4% | +19.1% | +14.1% |
| 3Y | +86.9% | +111.5% | -24.6% | +39.4% |
| All | +90.1% | +9.0% | +81.2% | +53.6% |
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