+1,006.2%
TER vs GAP
+12.0%
+994.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | 0.0% |
| 7D | -8.9% | -0.1% | -8.8% | -8.9% |
| 30D | -39.1% | -5.4% | -33.6% | -38.3% |
| 3M | -32.8% | +2.9% | -35.7% | -33.9% |
| 6M | -31.7% | -4.4% | -27.3% | -32.3% |
| YTD | +26.9% | -11.6% | +38.5% | +28.4% |
| 1Y | +33.6% | -6.0% | +39.6% | +32.7% |
| 3Y | +181.5% | +78.0% | +103.5% | +125.6% |
| 5Y | +76.1% | +8.5% | +67.6% | +48.5% |
| 10Y | +1,006.2% | +8.6% | +997.6% | +686.9% |
| All | +1,006.2% | +12.0% | +994.3% | +686.9% |
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