+162.2%
W vs GAP
+28.3%
+134.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.7% | +2.3% |
| 7D | +5.9% | -3.2% | +9.1% | +7.4% |
| 30D | -3.0% | -0.7% | -2.3% | -3.5% |
| 3M | +40.3% | -0.5% | +40.8% | +39.6% |
| 6M | +32.2% | -5.0% | +37.2% | +33.2% |
| YTD | -0.3% | -14.7% | +14.4% | +4.8% |
| 1Y | +16.2% | -8.6% | +24.8% | +17.7% |
| 3Y | +40.7% | +108.4% | -67.6% | -5.3% |
| 5Y | -62.3% | +5.8% | -68.1% | -68.7% |
| 10Y | +162.2% | +29.6% | +132.6% | +62.7% |
| All | +162.2% | +28.3% | +134.0% | +62.7% |
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