-26.6%
U vs GAP
+56.5%
-83.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.5% |
| 7D | +2.8% | -5.2% | +8.0% | +4.6% |
| 30D | +7.6% | -6.9% | +14.5% | +9.7% |
| 3M | +12.7% | +5.7% | +7.0% | +8.9% |
| 6M | +87.0% | +0.9% | +86.0% | +81.5% |
| YTD | +13.6% | -14.5% | +28.1% | +15.4% |
| 1Y | +25.3% | -12.1% | +37.4% | +25.4% |
| 3Y | +85.8% | +72.2% | +13.6% | +27.5% |
| 5Y | -74.5% | +4.5% | -79.0% | -83.6% |
| All | -26.6% | +56.5% | -83.1% | -59.5% |
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