+228.8%
AA vs GAP
+2,254.5%
-2,025.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.5% | +2.3% | +4.8% |
| 7D | +4.8% | 0.0% | +4.8% | +4.7% |
| 30D | -0.6% | -4.3% | +3.7% | +0.4% |
| 3M | -16.3% | +9.4% | -25.7% | -19.2% |
| 6M | -33.4% | -3.3% | -30.1% | -34.1% |
| YTD | -20.7% | -10.5% | -10.2% | -20.8% |
| 1Y | +12.9% | -2.4% | +15.3% | +9.7% |
| 3Y | +75.7% | +80.1% | -4.4% | +30.9% |
| 5Y | -6.8% | +6.5% | -13.3% | -24.3% |
| 10Y | +53.6% | +14.6% | +39.0% | +7.6% |
| All | +228.8% | +2,254.5% | -2,025.7% | +5.6% |
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