+5,998.7%
APD vs GAP
+2,175.1%
+3,823.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -0.7% |
| 7D | -3.7% | -3.8% | +0.1% | -3.0% |
| 30D | +9.6% | -9.0% | +18.6% | +11.4% |
| 3M | +1.6% | +5.5% | -3.8% | +0.1% |
| 6M | +2.2% | -11.1% | +13.2% | +3.2% |
| YTD | +25.9% | -13.6% | +39.4% | +26.9% |
| 1Y | +20.1% | -2.9% | +23.0% | +18.3% |
| 3Y | +12.4% | +69.6% | -57.2% | -6.9% |
| 5Y | +11.1% | +5.4% | +5.7% | -4.5% |
| 10Y | +190.1% | +17.8% | +172.3% | +111.7% |
| All | +5,998.7% | +2,175.1% | +3,823.6% | +1,717.3% |
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