-71.5%
S vs GAP
+9.4%
-80.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.2% |
| 7D | -5.8% | +1.7% | -7.5% | -6.3% |
| 30D | -9.2% | +9.3% | -18.5% | -11.9% |
| 3M | +23.4% | +6.1% | +17.3% | +20.4% |
| 6M | +36.9% | -2.3% | +39.2% | +35.4% |
| YTD | +29.5% | -10.6% | +40.1% | +30.5% |
| 1Y | +5.4% | -4.4% | +9.9% | +3.4% |
| 3Y | +14.7% | +118.3% | -103.6% | -29.1% |
| 5Y | -71.5% | +12.2% | -83.7% | -81.0% |
| All | -71.5% | +9.4% | -80.9% | -81.0% |
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