+217.0%
W vs GAP
+12.0%
+205.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.6% | -3.2% |
| 7D | +1.1% | -0.1% | +1.2% | +1.4% |
| 30D | +6.4% | -5.4% | +11.8% | +9.7% |
| 3M | +9.0% | +2.9% | +6.1% | +6.8% |
| 6M | +69.8% | -4.4% | +74.2% | +71.4% |
| YTD | +12.1% | -11.6% | +23.6% | +16.0% |
| 1Y | 0.0% | -6.0% | +6.1% | +0.5% |
| 3Y | +160.3% | +78.0% | +82.4% | +87.8% |
| 5Y | -53.3% | +8.5% | -61.8% | -61.7% |
| 10Y | +217.0% | +8.6% | +208.3% | +92.1% |
| All | +217.0% | +12.0% | +205.0% | +92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling