+291.9%
AA vs GAP
+2,258.2%
-1,966.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | -0.7% | -4.5% | +3.8% | +0.6% |
| 30D | +5.0% | +9.0% | -4.1% | +1.7% |
| 3M | -35.8% | +5.0% | -40.8% | -37.3% |
| 6M | -18.4% | -17.8% | -0.6% | -15.7% |
| YTD | -5.5% | -10.4% | +4.9% | -5.4% |
| 1Y | +61.0% | -3.4% | +64.3% | +56.9% |
| 3Y | +66.2% | +111.5% | -45.3% | +17.6% |
| 5Y | +11.4% | +8.8% | +2.6% | -10.2% |
| 10Y | +116.9% | +32.9% | +84.0% | +45.6% |
| All | +291.9% | +2,258.2% | -1,966.4% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling