+22.7%
USB vs GAP
+8.2%
+14.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.6% | +3.5% | -0.9% |
| 7D | -1.5% | -2.1% | +0.6% | -1.1% |
| 30D | +4.3% | -5.1% | +9.4% | +5.3% |
| 3M | -6.1% | +9.8% | -15.8% | -8.4% |
| 6M | +9.4% | -3.6% | +13.0% | +8.8% |
| YTD | +15.2% | -9.8% | +25.0% | +15.7% |
| 1Y | +32.8% | -1.5% | +34.2% | +30.6% |
| 3Y | +91.3% | +74.3% | +17.0% | +56.9% |
| 5Y | +22.7% | +9.9% | +12.7% | -1.7% |
| All | +22.7% | +8.2% | +14.5% | -1.7% |
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