+8,438.8%
USB vs GAP
+2,258.2%
+6,180.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.4% |
| 7D | +1.4% | -4.5% | +5.9% | +2.5% |
| 30D | -1.3% | +9.0% | -10.4% | -3.6% |
| 3M | +15.2% | +5.0% | +10.2% | +13.2% |
| 6M | +18.8% | -17.8% | +36.6% | +22.6% |
| YTD | +21.0% | -10.4% | +31.4% | +22.1% |
| 1Y | +34.0% | -3.4% | +37.4% | +32.2% |
| 3Y | +95.3% | +111.5% | -16.2% | +49.0% |
| 5Y | +40.4% | +8.8% | +31.5% | +18.2% |
| 10Y | +107.3% | +32.9% | +74.4% | +46.0% |
| All | +8,438.8% | +2,258.2% | +6,180.6% | +3,153.4% |
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 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