+22.0%
USB vs GAP
+5.0%
+17.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.4% |
| 7D | 0.0% | -3.8% | +3.8% | +0.7% |
| 30D | +5.8% | -9.0% | +14.9% | +7.8% |
| 3M | -6.0% | +5.5% | -11.4% | -7.6% |
| 6M | +7.8% | -11.1% | +18.8% | +9.0% |
| YTD | +14.6% | -13.6% | +28.1% | +16.1% |
| 1Y | +31.8% | -2.9% | +34.6% | +30.0% |
| 3Y | +91.5% | +69.6% | +21.9% | +57.8% |
| All | +22.0% | +5.0% | +17.0% | -1.3% |
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