+599.5%
XYZ vs GAP
+15.9%
+583.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.9% | +3.0% |
| 7D | +12.1% | -3.8% | +15.9% | +13.7% |
| 30D | +12.4% | -9.0% | +21.4% | +15.9% |
| 3M | +8.2% | +5.5% | +2.7% | +5.8% |
| 6M | +20.7% | -11.1% | +31.8% | +23.3% |
| YTD | +31.3% | -13.6% | +44.9% | +34.3% |
| 1Y | +20.5% | -2.9% | +23.4% | +18.3% |
| 3Y | +72.6% | +69.6% | +3.0% | +29.5% |
| 5Y | -64.0% | +5.4% | -69.4% | -71.0% |
| All | +599.5% | +15.9% | +583.6% | +330.0% |
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