+1,895.7%
TER vs GAP
+28.3%
+1,867.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.6% | +7.7% | +4.3% |
| 7D | +12.4% | -3.2% | +15.5% | +13.2% |
| 30D | +5.1% | -0.7% | +5.8% | +4.6% |
| 3M | +4.0% | -0.5% | +4.4% | +2.7% |
| 6M | +29.5% | -5.0% | +34.5% | +29.3% |
| YTD | +98.5% | -14.7% | +113.1% | +102.9% |
| 1Y | +234.1% | -8.6% | +242.7% | +234.4% |
| 3Y | +289.0% | +108.4% | +180.7% | +199.6% |
| 5Y | +228.2% | +5.8% | +222.4% | +178.9% |
| 10Y | +1,895.7% | +29.6% | +1,866.0% | +1,303.5% |
| All | +1,895.7% | +28.3% | +1,867.4% | +1,303.5% |
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 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