-0.9%
Z vs GAP
+32.7%
-33.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -3.0% | -4.5% | +1.5% | -1.9% |
| 30D | -4.2% | +9.0% | -13.2% | -6.6% |
| 3M | -3.7% | +5.0% | -8.7% | -5.2% |
| 6M | -24.5% | -17.8% | -6.7% | -21.6% |
| YTD | -49.3% | -10.4% | -38.9% | -48.6% |
| 1Y | -58.7% | -3.4% | -55.3% | -59.1% |
| 3Y | -34.1% | +111.5% | -145.6% | -50.7% |
| 5Y | -64.5% | +8.8% | -73.4% | -70.7% |
| All | -0.9% | +32.7% | -33.6% | -38.4% |
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