+16.4%
B vs GAP
-5.7%
+22.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.2% | -4.9% | -6.0% |
| 7D | +7.1% | -0.1% | +7.2% | +7.1% |
| 30D | -3.3% | -5.4% | +2.1% | -3.0% |
| 3M | -2.5% | +2.9% | -5.4% | -2.6% |
| 6M | -7.2% | -4.4% | -2.8% | -7.7% |
| YTD | -7.4% | -11.6% | +4.2% | -7.9% |
| 1Y | +16.4% | -6.0% | +22.5% | +13.1% |
| All | +16.4% | -5.7% | +22.1% | +13.1% |
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