+428.1%
WMT vs GAP
+31.2%
+396.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.5% | +1.1% |
| 7D | 0.0% | -4.1% | +4.1% | +0.3% |
| 30D | -7.4% | +6.2% | -13.6% | -7.9% |
| 3M | -10.9% | -0.7% | -10.2% | -11.0% |
| 6M | -12.7% | -7.1% | -5.6% | -12.5% |
| YTD | -3.2% | -14.1% | +10.9% | -2.7% |
| 1Y | +5.3% | -8.5% | +13.8% | +5.1% |
| 3Y | +101.9% | +115.4% | -13.5% | +85.3% |
| 5Y | +134.6% | +9.8% | +124.7% | +120.2% |
| All | +428.1% | +31.2% | +396.8% | +389.2% |
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 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