+319.7%
SPY vs GAP
+28.3%
+291.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.2% |
| 7D | -0.4% | -3.2% | +2.8% | +0.1% |
| 30D | -1.4% | -0.7% | -0.7% | -1.5% |
| 3M | +3.7% | -0.5% | +4.2% | +3.4% |
| 6M | +13.0% | -5.0% | +18.0% | +12.8% |
| YTD | +12.4% | -14.7% | +27.1% | +13.7% |
| 1Y | +18.5% | -8.6% | +27.2% | +18.2% |
| 3Y | +77.6% | +108.4% | -30.7% | +47.3% |
| 5Y | +81.7% | +5.8% | +75.9% | +60.6% |
| 10Y | +319.7% | +29.6% | +290.0% | +216.7% |
| All | +319.7% | +28.3% | +291.4% | +216.7% |
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