+2,762.7%
UL vs GAP
+2,131.7%
+631.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +1.1% | -1.9% | +3.0% | +1.3% |
| 30D | +4.5% | -7.1% | +11.6% | +5.2% |
| 3M | +6.5% | +4.1% | +2.4% | +5.8% |
| 6M | +18.2% | +1.9% | +16.2% | +17.4% |
| YTD | +4.7% | -15.2% | +19.9% | +5.5% |
| 1Y | +0.8% | -10.6% | +11.4% | +1.0% |
| 3Y | +35.9% | +74.6% | -38.7% | +22.6% |
| 5Y | +33.4% | +3.7% | +29.8% | +23.3% |
| 10Y | +106.9% | +2.4% | +104.5% | +75.1% |
| All | +2,762.7% | +2,131.7% | +631.0% | +1,344.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling