+2,926.4%
V vs GAP
+84.7%
+2,841.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -1.7% | -4.5% | +2.8% | -0.9% |
| 30D | +2.0% | +9.0% | -7.1% | 0.0% |
| 3M | +17.4% | +5.0% | +12.4% | +15.7% |
| 6M | +17.5% | -17.8% | +35.3% | +20.3% |
| YTD | +7.6% | -10.4% | +18.0% | +8.1% |
| 1Y | +7.7% | -3.4% | +11.1% | +6.0% |
| 3Y | +54.7% | +111.5% | -56.8% | +18.7% |
| 5Y | +73.0% | +8.8% | +64.2% | +45.2% |
| 10Y | +390.9% | +32.9% | +358.0% | +217.4% |
| All | +2,926.4% | +84.7% | +2,841.7% | +1,415.2% |
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