+414.4%
SPYG vs GAP
+31.2%
+383.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.4% |
| 7D | -0.9% | -4.1% | +3.2% | -0.3% |
| 30D | -1.5% | +6.2% | -7.7% | -2.6% |
| 3M | +3.7% | -0.7% | +4.4% | +3.4% |
| 6M | +16.4% | -7.1% | +23.5% | +16.7% |
| YTD | +13.3% | -14.1% | +27.4% | +14.5% |
| 1Y | +17.9% | -8.5% | +26.4% | +17.5% |
| 3Y | +98.3% | +115.4% | -17.0% | +65.2% |
| 5Y | +86.4% | +9.8% | +76.6% | +64.2% |
| All | +414.4% | +31.2% | +383.2% | +295.2% |
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