+1,001.8%
TER vs GAP
+20.3%
+981.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.5% | +9.2% | +11.9% |
| 7D | -5.8% | 0.0% | -5.8% | -5.8% |
| 30D | -38.9% | -4.3% | -34.6% | -38.3% |
| 3M | -35.1% | +9.4% | -44.5% | -37.2% |
| 6M | -31.6% | -3.3% | -28.3% | -32.3% |
| YTD | +27.2% | -10.5% | +37.8% | +28.3% |
| 1Y | +35.2% | -2.4% | +37.6% | +33.0% |
| 3Y | +192.8% | +80.1% | +112.7% | +134.0% |
| 5Y | +72.4% | +6.5% | +66.0% | +46.0% |
| 10Y | +1,001.8% | +14.6% | +987.3% | +678.5% |
| All | +1,001.8% | +20.3% | +981.5% | +678.5% |
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