-21.9%
AS vs GAP
+1.5%
-23.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.4% |
| 7D | -4.9% | -4.5% | -0.4% | -3.4% |
| 30D | -19.6% | +9.0% | -28.6% | -22.3% |
| 3M | -14.4% | +5.0% | -19.4% | -16.3% |
| 6M | -20.1% | -17.8% | -2.3% | -16.6% |
| YTD | -20.9% | -10.4% | -10.5% | -19.5% |
| 1Y | -21.9% | -3.4% | -18.5% | -24.3% |
| All | -21.9% | +1.5% | -23.4% | -24.3% |
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 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