-68.9%
S vs GAP
+5.0%
-73.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.8% | +2.7% |
| 7D | -13.4% | -3.8% | -9.7% | -12.6% |
| 30D | -14.0% | -9.0% | -5.0% | -11.9% |
| 3M | +4.9% | +5.5% | -0.6% | +2.3% |
| 6M | +42.0% | -11.1% | +53.1% | +44.4% |
| YTD | +45.1% | -13.6% | +58.7% | +46.9% |
| 1Y | +33.1% | -2.9% | +35.9% | +29.7% |
| 3Y | +40.6% | +69.6% | -29.0% | -2.8% |
| All | -68.9% | +5.0% | -73.9% | -79.3% |
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 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