+110.6%
SPOT vs GAP
+3.0%
+107.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.1% |
| 7D | -6.9% | -6.3% | -0.5% | -5.9% |
| 30D | +4.1% | -0.2% | +4.4% | +4.0% |
| 3M | +3.7% | 0.0% | +3.7% | +3.4% |
| 6M | -1.6% | -8.1% | +6.5% | -0.9% |
| YTD | -10.2% | -16.5% | +6.3% | -8.5% |
| 1Y | -25.9% | -10.5% | -15.4% | -25.8% |
| 3Y | +235.6% | +104.0% | +131.6% | +149.3% |
| 5Y | +110.6% | +6.8% | +103.8% | +52.9% |
| All | +110.6% | +3.0% | +107.6% | +52.9% |
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