+208.1%
C vs GAP
+67.6%
+140.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.7% | +1.2% |
| 7D | -2.4% | -3.8% | +1.4% | -1.8% |
| 30D | -6.0% | -9.0% | +3.0% | -4.5% |
| 3M | -10.5% | +5.5% | -16.0% | -11.8% |
| 6M | -5.7% | -11.1% | +5.4% | -4.8% |
| YTD | +4.1% | -13.6% | +17.7% | +5.4% |
| 1Y | +20.5% | -2.9% | +23.3% | +19.3% |
| 3Y | +208.1% | +69.6% | +138.5% | +184.9% |
| All | +208.1% | +67.6% | +140.6% | +184.9% |
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