+67.1%
V vs GAP
+9.4%
+57.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -1.1% | +1.7% | -2.8% | -1.3% |
| 30D | +1.9% | +9.3% | -7.4% | +0.8% |
| 3M | +15.5% | +6.1% | +9.4% | +14.5% |
| 6M | +16.6% | -2.3% | +18.9% | +16.1% |
| YTD | +5.7% | -10.6% | +16.3% | +6.1% |
| 1Y | +8.6% | -4.4% | +13.0% | +7.8% |
| 3Y | +52.5% | +118.3% | -65.8% | +29.9% |
| 5Y | +67.1% | +12.2% | +54.9% | +43.3% |
| All | +67.1% | +9.4% | +57.7% | +43.3% |
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