+3,047.6%
SPY vs GAP
+708.8%
+2,338.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | +3.3% | -5.2% | +8.5% | +4.3% |
| 30D | -2.7% | -6.9% | +4.2% | -1.5% |
| 3M | -1.7% | +5.7% | -7.5% | -3.3% |
| 6M | +3.1% | +0.9% | +2.2% | +1.7% |
| YTD | +11.9% | -14.5% | +26.4% | +13.1% |
| 1Y | +12.0% | -12.1% | +24.1% | +12.4% |
| 3Y | +78.2% | +72.2% | +6.0% | +47.3% |
| 5Y | +73.2% | +4.5% | +68.7% | +49.7% |
| 10Y | +309.6% | +3.3% | +306.4% | +208.8% |
| All | +3,047.6% | +708.8% | +2,338.9% | +1,361.1% |
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