-22.7%
U vs GAP
+55.2%
-77.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +6.1% | +5.5% |
| 7D | +2.6% | -1.9% | +4.5% | +3.2% |
| 30D | +27.6% | -7.1% | +34.6% | +30.0% |
| 3M | +15.3% | +4.1% | +11.2% | +12.0% |
| 6M | +96.4% | +1.9% | +94.5% | +89.9% |
| YTD | +19.6% | -15.2% | +34.8% | +21.7% |
| 1Y | +42.1% | -10.6% | +52.7% | +41.2% |
| 3Y | +87.5% | +74.6% | +13.0% | +27.9% |
| 5Y | -73.1% | +3.7% | -76.8% | -82.7% |
| All | -22.7% | +55.2% | -77.9% | -57.3% |
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