-24.2%
AR vs GAP
-14.2%
-10.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +2.5% | -4.5% | +7.0% | +3.7% |
| 30D | +14.8% | +9.0% | +5.8% | +11.7% |
| 3M | +6.2% | +5.0% | +1.2% | +3.9% |
| 6M | +4.3% | -17.8% | +22.1% | +7.3% |
| YTD | +14.4% | -10.4% | +24.8% | +14.2% |
| 1Y | +21.3% | -3.4% | +24.7% | +17.5% |
| 3Y | +39.8% | +111.5% | -71.7% | -6.5% |
| 5Y | +142.1% | +8.8% | +133.3% | +87.4% |
| 10Y | +52.0% | +32.9% | +19.1% | -11.9% |
| All | -24.2% | -14.2% | -10.1% | -54.1% |
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