-38.4%
U vs GAP
+52.9%
-91.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.4% |
| 7D | 0.0% | -6.3% | +6.3% | +2.3% |
| 30D | -4.1% | -0.2% | -3.9% | -4.6% |
| 3M | +57.8% | 0.0% | +57.8% | +56.5% |
| 6M | +103.5% | -8.1% | +111.6% | +104.8% |
| YTD | -4.8% | -16.5% | +11.7% | -1.6% |
| 1Y | -2.4% | -10.5% | +8.1% | -2.1% |
| 3Y | +11.7% | +104.0% | -92.3% | -28.7% |
| 5Y | -68.9% | +6.8% | -75.6% | -79.7% |
| All | -38.4% | +52.9% | -91.3% | -65.5% |
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