+44.5%
AAPL vs GAP
-9.4%
+53.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.1% | +5.7% | +3.8% |
| 7D | -0.5% | -6.3% | +5.8% | +0.3% |
| 30D | +7.1% | -0.2% | +7.3% | +6.9% |
| 3M | +12.1% | 0.0% | +12.1% | +11.7% |
| 6M | +25.4% | -8.1% | +33.5% | +25.9% |
| YTD | +20.5% | -16.5% | +36.9% | +22.0% |
| 1Y | +44.5% | -10.5% | +55.0% | +41.3% |
| All | +44.5% | -9.4% | +53.9% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling