+621.5%
XYZ vs GAP
+7.3%
+614.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.8% |
| 7D | -2.2% | -9.3% | +7.2% | +0.9% |
| 30D | +11.6% | -5.5% | +17.1% | +13.8% |
| 3M | +8.4% | +3.5% | +4.9% | +6.7% |
| 6M | +17.2% | +0.7% | +16.5% | +15.2% |
| YTD | +31.7% | -13.4% | +45.0% | +34.6% |
| 1Y | +30.1% | -7.7% | +37.7% | +29.8% |
| 3Y | +66.4% | +74.4% | -8.0% | +23.6% |
| 5Y | -62.2% | +5.3% | -67.5% | -69.5% |
| 10Y | +621.5% | +4.7% | +616.9% | +351.1% |
| All | +621.5% | +7.3% | +614.2% | +351.1% |
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