+580.0%
XYZ vs GAP
+34.2%
+545.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +2.9% | +1.7% | +1.1% | +2.3% |
| 30D | +1.4% | +9.3% | -7.9% | -1.9% |
| 3M | +14.6% | +6.1% | +8.5% | +11.8% |
| 6M | +20.8% | -2.3% | +23.0% | +19.6% |
| YTD | +23.1% | -10.6% | +33.7% | +24.6% |
| 1Y | +5.6% | -4.4% | +10.1% | +4.1% |
| 3Y | +50.9% | +118.3% | -67.4% | +4.4% |
| 5Y | -68.6% | +12.2% | -80.8% | -75.1% |
| 10Y | +580.0% | +33.7% | +546.2% | +319.3% |
| All | +580.0% | +34.2% | +545.8% | +319.3% |
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 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