+67.7%
A vs GAP
+77.2%
-9.5%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | +1.4% | -0.1% | +1.5% | +1.3% |
| 30D | +4.3% | -5.4% | +9.7% | +5.0% |
| 3M | +19.8% | +2.9% | +16.9% | +18.8% |
| 6M | +54.4% | -4.4% | +58.8% | +54.3% |
| YTD | +31.7% | -11.6% | +43.3% | +32.6% |
| 1Y | +22.4% | -6.0% | +28.5% | +22.1% |
| 3Y | +67.7% | +78.0% | -10.3% | +63.7% |
| All | +67.7% | +77.2% | -9.5% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling