+3,094.0%
SPY vs GAP
+747.4%
+2,346.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +0.1% | -4.5% | +4.6% | +0.9% |
| 30D | +0.1% | +9.0% | -9.0% | -1.9% |
| 3M | +2.0% | +5.0% | -3.0% | +0.6% |
| 6M | +13.0% | -17.8% | +30.8% | +15.7% |
| YTD | +13.5% | -10.4% | +23.9% | +14.1% |
| 1Y | +20.0% | -3.4% | +23.4% | +18.2% |
| 3Y | +77.2% | +111.5% | -34.3% | +40.4% |
| 5Y | +81.9% | +8.8% | +73.1% | +55.9% |
| 10Y | +314.1% | +32.9% | +281.2% | +195.4% |
| All | +3,094.0% | +747.4% | +2,346.6% | +1,373.5% |
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