+2,502.1%
SOXX vs GAP
+37.5%
+2,464.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.2% |
| 7D | +3.0% | -6.3% | +9.3% | +4.9% |
| 30D | -3.1% | -0.2% | -2.9% | -3.7% |
| 3M | -4.4% | 0.0% | -4.4% | -5.5% |
| 6M | +52.9% | -8.1% | +61.0% | +53.4% |
| YTD | +72.0% | -16.5% | +88.5% | +76.2% |
| 1Y | +105.1% | -10.5% | +115.6% | +104.9% |
| 3Y | +220.6% | +104.0% | +116.6% | +132.9% |
| 5Y | +244.8% | +6.8% | +238.0% | +182.9% |
| 10Y | +1,537.1% | +26.9% | +1,510.2% | +925.0% |
| All | +2,502.1% | +37.5% | +2,464.6% | +928.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling