+209.3%
AG vs GAP
+72.0%
+137.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.3% | -4.0% | -5.1% |
| 7D | -6.0% | -5.2% | -0.9% | -5.3% |
| 30D | -14.3% | -6.9% | -7.4% | -13.3% |
| 3M | -26.9% | +5.7% | -32.6% | -27.8% |
| 6M | -42.1% | +0.9% | -43.0% | -42.7% |
| YTD | -15.9% | -14.5% | -1.4% | -14.8% |
| 1Y | +11.5% | -12.1% | +23.6% | +12.4% |
| All | +209.3% | +72.0% | +137.3% | +186.2% |
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