+59.8%
UBER vs GAP
+2.1%
+57.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.0% |
| 7D | +1.6% | -1.9% | +3.5% | +2.1% |
| 30D | +0.6% | -7.1% | +7.6% | +2.4% |
| 3M | -8.2% | +4.1% | -12.3% | -9.5% |
| 6M | -6.7% | +1.9% | -8.6% | -8.3% |
| YTD | -14.7% | -15.2% | +0.5% | -12.8% |
| 1Y | -24.1% | -10.6% | -13.4% | -23.8% |
| 3Y | +33.4% | +74.6% | -41.2% | +0.7% |
| All | +59.8% | +2.1% | +57.7% | +28.4% |
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