+575.6%
AU vs GAP
+103.6%
+471.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -4.1% |
| 7D | -7.0% | -6.3% | -0.7% | -6.5% |
| 30D | +7.3% | -0.2% | +7.5% | +7.2% |
| 3M | +33.2% | 0.0% | +33.2% | +32.9% |
| 6M | -0.6% | -8.1% | +7.5% | -0.3% |
| YTD | +26.2% | -16.5% | +42.6% | +27.0% |
| 1Y | +68.3% | -10.5% | +78.7% | +68.6% |
| All | +575.6% | +103.6% | +471.9% | +489.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling