+14,183.4%
TER vs GAP
+2,258.2%
+11,925.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.3% |
| 7D | +0.6% | -4.5% | +5.1% | +2.0% |
| 30D | -8.3% | +9.0% | -17.3% | -11.5% |
| 3M | -12.2% | +5.0% | -17.2% | -14.9% |
| 6M | +17.1% | -17.8% | +34.9% | +22.0% |
| YTD | +84.7% | -10.4% | +95.1% | +86.6% |
| 1Y | +199.9% | -3.4% | +203.3% | +194.7% |
| 3Y | +232.8% | +111.5% | +121.3% | +135.8% |
| 5Y | +198.6% | +8.8% | +189.8% | +143.2% |
| 10Y | +1,669.7% | +32.9% | +1,636.8% | +986.7% |
| All | +14,183.4% | +2,258.2% | +11,925.2% | +3,297.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling