+90.5%
AA vs GAP
+113.8%
-23.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.8% | +3.6% |
| 7D | +1.7% | +1.7% | -0.1% | +1.3% |
| 30D | +3.3% | +9.3% | -6.0% | +1.1% |
| 3M | -29.4% | +6.1% | -35.5% | -30.6% |
| 6M | -12.8% | -2.3% | -10.5% | -13.7% |
| YTD | -2.1% | -10.6% | +8.5% | -1.9% |
| 1Y | +62.8% | -4.4% | +67.2% | +59.9% |
| 3Y | +90.5% | +118.3% | -27.8% | +58.4% |
| All | +90.5% | +113.8% | -23.3% | +58.4% |
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 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