+377.9%
TPR vs GAP
+16.2%
+361.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | +0.8% |
| 7D | +14.2% | -3.8% | +18.0% | +15.7% |
| 30D | +17.1% | -9.0% | +26.1% | +21.6% |
| 3M | -17.7% | +5.5% | -23.2% | -20.8% |
| 6M | -10.2% | -11.1% | +0.9% | -7.9% |
| YTD | +4.9% | -13.6% | +18.5% | +7.7% |
| 1Y | +36.1% | -2.9% | +39.0% | +32.0% |
| 3Y | +416.5% | +69.6% | +346.8% | +228.0% |
| 5Y | +254.8% | +5.4% | +249.4% | +158.7% |
| All | +377.9% | +16.2% | +361.7% | +134.4% |
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