+454.5%
TEAM vs GAP
+7.3%
+447.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +2.9% |
| 7D | -19.7% | -9.3% | -10.4% | -18.4% |
| 30D | -26.6% | -5.5% | -21.1% | -26.0% |
| 3M | -1.1% | +3.5% | -4.5% | -1.9% |
| 6M | +74.6% | +0.7% | +73.9% | +72.5% |
| YTD | -6.0% | -13.4% | +7.4% | -5.6% |
| 1Y | -3.2% | -7.7% | +4.4% | -4.0% |
| 3Y | -13.5% | +74.4% | -88.0% | -26.2% |
| 5Y | -65.5% | +5.3% | -70.8% | -70.6% |
| 10Y | +454.5% | +4.7% | +449.9% | +345.9% |
| All | +454.5% | +7.3% | +447.2% | +345.9% |
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