-26.5%
AR vs GAP
-17.0%
-9.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.1% |
| 7D | +2.1% | -9.3% | +11.4% | +4.8% |
| 30D | +4.5% | -5.5% | +10.0% | +5.6% |
| 3M | +1.0% | +3.5% | -2.5% | -1.1% |
| 6M | +4.4% | +0.7% | +3.7% | +1.8% |
| YTD | +10.9% | -13.4% | +24.2% | +10.9% |
| 1Y | +8.6% | -7.7% | +16.2% | +6.0% |
| 3Y | +48.5% | +74.4% | -25.9% | +5.8% |
| 5Y | +95.7% | +5.3% | +90.4% | +52.2% |
| 10Y | +55.5% | +4.7% | +50.8% | -6.2% |
| All | -26.5% | -17.0% | -9.5% | -55.4% |
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