+44.9%
C vs GAP
+1.5%
+43.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +3.6% | -4.5% | +8.1% | +4.4% |
| 30D | +0.1% | +9.0% | -9.0% | -1.7% |
| 3M | +2.4% | +5.0% | -2.6% | +1.2% |
| 6M | +24.9% | -17.8% | +42.7% | +28.6% |
| YTD | +19.8% | -10.4% | +30.2% | +21.8% |
| 1Y | +44.9% | -3.4% | +48.2% | +40.0% |
| All | +44.9% | +1.5% | +43.4% | +40.0% |
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 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