-6.5%
ASX vs GAP
-9.9%
+3.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.1% | +10.6% | +7.0% |
| 7D | -19.9% | -3.8% | -16.2% | -18.9% |
| 30D | -30.9% | -9.0% | -21.9% | -29.6% |
| 3M | -15.1% | +5.5% | -20.5% | -15.2% |
| 6M | -6.5% | -11.1% | +4.6% | -1.3% |
| All | -6.5% | -9.9% | +3.4% | -1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling