+222.7%
AA vs GAP
+2,180.4%
-1,957.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +3.2% |
| 7D | +1.1% | -9.3% | +10.5% | +4.0% |
| 30D | -1.3% | -5.5% | +4.2% | +0.2% |
| 3M | -23.9% | +3.5% | -27.4% | -25.4% |
| 6M | -36.8% | +0.7% | -37.5% | -38.1% |
| YTD | -22.2% | -13.4% | -8.8% | -21.6% |
| 1Y | +10.4% | -7.7% | +18.0% | +8.9% |
| 3Y | +72.0% | +74.4% | -2.4% | +29.3% |
| 5Y | -15.6% | +5.3% | -21.0% | -31.3% |
| 10Y | +47.8% | +4.7% | +43.1% | +6.1% |
| All | +222.7% | +2,180.4% | -1,957.7% | +4.6% |
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