+719.1%
B vs GAP
+2,175.1%
-1,456.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.7% | +0.7% |
| 7D | +9.6% | -3.8% | +13.4% | +9.8% |
| 30D | +3.5% | -9.0% | +12.5% | +3.9% |
| 3M | -1.6% | +5.5% | -7.0% | -2.0% |
| 6M | -1.7% | -11.1% | +9.4% | -1.4% |
| YTD | -5.3% | -13.6% | +8.2% | -5.1% |
| 1Y | +27.2% | -2.9% | +30.1% | +26.9% |
| 3Y | +166.1% | +69.6% | +96.5% | +155.7% |
| 5Y | +136.5% | +5.4% | +131.1% | +128.7% |
| 10Y | +172.2% | +17.8% | +154.4% | +151.8% |
| All | +719.1% | +2,175.1% | -1,456.0% | +729.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling