+91.7%
USB vs GAP
+15.9%
+75.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.5% |
| 7D | 0.0% | -3.8% | +3.8% | +0.9% |
| 30D | +5.8% | -9.0% | +14.9% | +8.2% |
| 3M | -6.0% | +5.5% | -11.4% | -7.9% |
| 6M | +7.8% | -11.1% | +18.8% | +9.2% |
| YTD | +14.6% | -13.6% | +28.1% | +16.3% |
| 1Y | +31.8% | -2.9% | +34.6% | +29.5% |
| 3Y | +91.5% | +69.6% | +21.9% | +49.7% |
| 5Y | +22.0% | +5.4% | +16.7% | +1.7% |
| All | +91.7% | +15.9% | +75.8% | +23.5% |
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