+1,025.2%
C vs GAP
+2,254.5%
-1,229.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.0% | +1.4% |
| 7D | -0.9% | 0.0% | -1.0% | -1.0% |
| 30D | -5.4% | -4.3% | -1.1% | -4.3% |
| 3M | -9.2% | +9.4% | -18.6% | -12.6% |
| 6M | -1.8% | -3.3% | +1.5% | -3.0% |
| YTD | +6.7% | -10.5% | +17.2% | +7.2% |
| 1Y | +23.5% | -2.4% | +25.9% | +20.3% |
| 3Y | +219.8% | +80.1% | +139.7% | +130.1% |
| 5Y | +112.4% | +6.5% | +106.0% | +65.9% |
| 10Y | +220.1% | +14.6% | +205.5% | +104.2% |
| All | +1,025.2% | +2,254.5% | -1,229.4% | +102.6% |
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