+88.6%
AG vs GAP
-7.6%
+96.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.9% | -5.8% | -3.4% |
| 7D | -6.7% | -4.1% | -2.6% | -6.1% |
| 30D | +2.2% | +6.2% | -4.1% | +0.5% |
| 3M | +15.7% | -0.7% | +16.4% | +15.3% |
| 6M | -23.8% | -7.1% | -16.7% | -24.0% |
| YTD | +17.6% | -14.1% | +31.7% | +18.9% |
| 1Y | +88.6% | -8.5% | +97.1% | +90.4% |
| All | +88.6% | -7.6% | +96.2% | +90.4% |
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