+40.5%
ALL vs GAP
+10.4%
+30.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.0% | -5.1% | +2.4% |
| 7D | +7.5% | +8.0% | -0.4% | +7.0% |
| 30D | +19.7% | +2.7% | +17.0% | +19.4% |
| 3M | +2.9% | +16.0% | -13.1% | +2.0% |
| 6M | +23.5% | +2.0% | +21.5% | +23.0% |
| YTD | +31.1% | -4.4% | +35.6% | +30.7% |
| 1Y | +40.5% | +9.2% | +31.3% | +38.5% |
| All | +40.5% | +10.4% | +30.0% | +38.5% |
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