+638.0%
XYZ vs GAP
+20.3%
+617.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | +0.1% | +2.5% |
| 7D | +14.9% | 0.0% | +14.8% | +15.1% |
| 30D | +14.7% | -4.3% | +19.0% | +16.4% |
| 3M | +12.1% | +9.4% | +2.7% | +8.3% |
| 6M | +18.3% | -3.3% | +21.6% | +17.8% |
| YTD | +36.1% | -10.5% | +46.6% | +37.7% |
| 1Y | +35.3% | -2.4% | +37.7% | +32.7% |
| 3Y | +73.5% | +80.1% | -6.6% | +27.6% |
| 5Y | -61.6% | +6.5% | -68.1% | -69.2% |
| 10Y | +638.0% | +14.6% | +623.4% | +351.4% |
| All | +638.0% | +20.3% | +617.7% | +351.4% |
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