+195.3%
B vs GAP
+78.9%
+116.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +4.0% |
| 7D | +11.3% | 0.0% | +11.3% | +11.3% |
| 30D | +2.9% | -4.3% | +7.3% | +3.2% |
| 3M | -2.9% | +9.4% | -12.3% | -3.5% |
| 6M | -1.2% | -3.3% | +2.1% | -1.4% |
| YTD | -1.3% | -10.5% | +9.2% | -1.2% |
| 1Y | +30.4% | -2.4% | +32.8% | +30.0% |
| 3Y | +195.3% | +80.1% | +115.2% | +192.0% |
| All | +195.3% | +78.9% | +116.4% | +192.0% |
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