+6,411.5%
TRV vs GAP
+2,253.0%
+4,158.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +0.5% | +1.7% | -1.2% | +0.2% |
| 30D | -4.9% | +9.3% | -14.2% | -6.5% |
| 3M | +23.7% | +6.1% | +17.7% | +22.0% |
| 6M | +20.3% | -2.3% | +22.6% | +19.5% |
| YTD | +27.1% | -10.6% | +37.6% | +27.5% |
| 1Y | +35.3% | -4.4% | +39.8% | +33.8% |
| 3Y | +139.8% | +118.3% | +21.5% | +92.4% |
| 5Y | +153.9% | +12.2% | +141.7% | +117.5% |
| 10Y | +285.9% | +33.7% | +252.1% | +183.3% |
| All | +6,411.5% | +2,253.0% | +4,158.5% | +2,236.7% |
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