-62.1%
W vs GAP
+9.4%
-71.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.7% |
| 7D | +6.5% | +1.7% | +4.8% | +5.4% |
| 30D | -6.2% | +9.3% | -15.6% | -12.5% |
| 3M | +48.9% | +6.1% | +42.8% | +41.9% |
| 6M | +31.2% | -2.3% | +33.5% | +29.5% |
| YTD | -0.4% | -10.6% | +10.2% | +2.5% |
| 1Y | +14.8% | -4.4% | +19.3% | +12.4% |
| 3Y | +40.5% | +118.3% | -77.8% | -30.4% |
| 5Y | -62.1% | +12.2% | -74.3% | -79.7% |
| All | -62.1% | +9.4% | -71.5% | -79.7% |
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 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