+660.3%
WY vs GAP
+2,258.2%
-1,597.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -1.7% | -4.5% | +2.7% | -0.6% |
| 30D | -10.1% | +9.0% | -19.1% | -12.4% |
| 3M | -5.1% | +5.0% | -10.1% | -6.8% |
| 6M | -4.8% | -17.8% | +13.0% | -1.7% |
| YTD | -0.2% | -10.4% | +10.2% | +0.4% |
| 1Y | -6.6% | -3.4% | -3.2% | -8.4% |
| 3Y | -22.7% | +111.5% | -134.2% | -43.4% |
| 5Y | -22.2% | +8.8% | -31.0% | -36.6% |
| 10Y | +7.3% | +32.9% | -25.6% | -28.7% |
| All | +660.3% | +2,258.2% | -1,597.9% | +122.3% |
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