+11.2%
AR vs GAP
-5.7%
+16.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.0% | +4.5% |
| 7D | -5.8% | -0.1% | -5.7% | -5.6% |
| 30D | +4.8% | -5.4% | +10.2% | +4.6% |
| 3M | +1.5% | +2.9% | -1.4% | +1.9% |
| 6M | +4.7% | -4.4% | +9.1% | +5.1% |
| YTD | +9.2% | -11.6% | +20.8% | +10.2% |
| 1Y | +11.2% | -6.0% | +17.2% | +12.6% |
| All | +11.2% | -5.7% | +16.9% | +12.6% |
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