-30.6%
AR vs GAP
-17.2%
-13.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | +0.3% |
| 7D | -14.3% | -3.8% | -10.5% | -13.6% |
| 30D | +1.4% | -9.0% | +10.5% | +3.5% |
| 3M | +3.4% | +5.5% | -2.1% | +0.7% |
| 6M | -2.1% | -11.1% | +9.0% | -1.3% |
| YTD | +4.7% | -13.6% | +18.3% | +4.7% |
| 1Y | +10.6% | -2.9% | +13.4% | +6.4% |
| 3Y | +24.6% | +69.6% | -45.0% | -10.4% |
| 5Y | +71.9% | +5.4% | +66.5% | +33.6% |
| 10Y | +46.4% | +17.8% | +28.5% | -13.5% |
| All | -30.6% | -17.2% | -13.4% | -57.9% |
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