+8,919.3%
WMT vs GAP
+2,253.0%
+6,666.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +0.1% | +1.7% | -1.6% | -0.2% |
| 30D | -5.0% | +9.3% | -14.3% | -6.8% |
| 3M | -11.3% | +6.1% | -17.4% | -12.6% |
| 6M | -13.8% | -2.3% | -11.5% | -14.3% |
| YTD | -4.2% | -10.6% | +6.4% | -3.8% |
| 1Y | +4.6% | -4.4% | +9.0% | +3.2% |
| 3Y | +100.5% | +118.3% | -17.8% | +56.5% |
| 5Y | +129.7% | +12.2% | +117.5% | +92.7% |
| 10Y | +423.4% | +33.7% | +389.7% | +253.3% |
| All | +8,919.3% | +2,253.0% | +6,666.3% | +1,573.2% |
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