+55.2%
T vs GAP
+7.5%
+47.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | +2.6% | -0.1% | +2.7% | +2.5% |
| 30D | -1.1% | -5.4% | +4.3% | -0.8% |
| 3M | -7.7% | +2.9% | -10.6% | -8.0% |
| 6M | -10.6% | -4.4% | -6.2% | -10.7% |
| YTD | -7.5% | -11.6% | +4.1% | -7.3% |
| 1Y | -7.4% | -6.0% | -1.4% | -7.7% |
| 3Y | +63.1% | +78.0% | -14.9% | +48.4% |
| 5Y | +55.2% | +8.5% | +46.7% | +42.4% |
| All | +55.2% | +7.5% | +47.7% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling