+445.6%
AG vs GAP
+105.6%
+340.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | +1.0% | -4.5% | +5.5% | +1.7% |
| 30D | +19.2% | +9.0% | +10.1% | +17.1% |
| 3M | +6.2% | +5.0% | +1.2% | +4.9% |
| 6M | -26.7% | -17.8% | -8.9% | -25.1% |
| YTD | +26.1% | -10.4% | +36.5% | +26.9% |
| 1Y | +131.7% | -3.4% | +135.0% | +129.7% |
| 3Y | +255.3% | +111.5% | +143.9% | +196.5% |
| 5Y | +61.9% | +8.8% | +53.1% | +43.4% |
| 10Y | +72.0% | +32.9% | +39.1% | +25.0% |
| All | +445.6% | +105.6% | +340.0% | +174.4% |
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 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