-68.0%
U vs GAP
+9.4%
-77.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +4.5% | +1.7% | +2.7% | +3.7% |
| 30D | -0.6% | +9.3% | -9.9% | -4.9% |
| 3M | +48.4% | +6.1% | +42.3% | +43.5% |
| 6M | +115.4% | -2.3% | +117.6% | +111.1% |
| YTD | -3.2% | -10.6% | +7.4% | -2.4% |
| 1Y | -6.0% | -4.4% | -1.6% | -8.5% |
| 3Y | +13.5% | +118.3% | -104.9% | -40.1% |
| 5Y | -68.0% | +12.2% | -80.2% | -82.5% |
| All | -68.0% | +9.4% | -77.4% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling