+19.3%
ABT vs GAP
+72.0%
-52.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.8% |
| 7D | -5.6% | -5.2% | -0.4% | -5.4% |
| 30D | +5.2% | -6.9% | +12.1% | +5.4% |
| 3M | -2.7% | +5.7% | -8.4% | -2.8% |
| 6M | +28.8% | +0.9% | +27.9% | +28.8% |
| YTD | -12.3% | -14.5% | +2.2% | -12.1% |
| 1Y | -14.7% | -12.1% | -2.6% | -14.6% |
| All | +19.3% | +72.0% | -52.8% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling