+68.4%
T vs GAP
+28.3%
+40.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -1.2% |
| 7D | -3.1% | -3.2% | +0.1% | -2.7% |
| 30D | +4.6% | -0.7% | +5.3% | +4.5% |
| 3M | +12.2% | -0.5% | +12.7% | +12.0% |
| 6M | -6.5% | -5.0% | -1.5% | -6.5% |
| YTD | +4.9% | -14.7% | +19.6% | +5.8% |
| 1Y | -10.5% | -8.6% | -1.8% | -10.7% |
| 3Y | +104.6% | +108.4% | -3.8% | +72.6% |
| 5Y | +64.2% | +5.8% | +58.4% | +47.4% |
| 10Y | +68.4% | +29.6% | +38.8% | +28.6% |
| All | +68.4% | +28.3% | +40.2% | +28.6% |
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