+3.2%
AA vs GAP
+8.7%
-5.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.8% |
| 7D | -3.4% | -4.1% | +0.7% | -2.4% |
| 30D | -5.8% | +6.2% | -12.0% | -7.6% |
| 3M | -29.9% | -0.7% | -29.2% | -30.3% |
| 6M | -27.0% | -7.1% | -19.9% | -27.1% |
| YTD | -8.7% | -14.1% | +5.4% | -7.6% |
| 1Y | +50.6% | -8.5% | +59.1% | +49.2% |
| 3Y | +74.1% | +115.4% | -41.3% | +26.5% |
| All | +3.2% | +8.7% | -5.5% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling