-47.8%
S vs GAP
-20.7%
-27.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +2.0% | -1.9% | +3.9% | +2.5% |
| 30D | -2.7% | -7.1% | +4.3% | -0.9% |
| 3M | -6.9% | +4.1% | -11.0% | -8.7% |
| 6M | +38.1% | +1.9% | +36.1% | +35.5% |
| YTD | +48.0% | -15.2% | +63.2% | +50.7% |
| 1Y | +34.5% | -10.6% | +45.1% | +34.4% |
| 3Y | +38.3% | +74.6% | -36.3% | -4.2% |
| 5Y | -70.9% | +3.7% | -74.6% | -79.6% |
| All | -47.8% | -20.7% | -27.1% | -63.2% |
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