+24.0%
B vs GAP
-4.6%
+28.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +3.9% |
| 7D | +11.3% | 0.0% | +11.3% | +11.3% |
| 30D | +2.9% | -4.3% | +7.3% | +3.1% |
| 3M | -2.9% | +9.4% | -12.3% | -3.6% |
| 6M | -1.2% | -3.3% | +2.1% | -1.8% |
| YTD | -1.3% | -10.5% | +9.2% | -2.0% |
| All | +24.0% | -4.6% | +28.6% | +20.3% |
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