+1,163.5%
C vs GAP
+2,258.2%
-1,094.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +3.6% | -4.5% | +8.1% | +5.1% |
| 30D | +0.1% | +9.0% | -9.0% | -3.1% |
| 3M | +2.4% | +5.0% | -2.6% | -0.1% |
| 6M | +24.9% | -17.8% | +42.7% | +29.9% |
| YTD | +19.8% | -10.4% | +30.2% | +21.0% |
| 1Y | +44.9% | -3.4% | +48.2% | +41.6% |
| 3Y | +263.0% | +111.5% | +151.5% | +147.2% |
| 5Y | +129.5% | +8.8% | +120.7% | +77.8% |
| 10Y | +291.6% | +32.9% | +258.7% | +137.6% |
| All | +1,163.5% | +2,258.2% | -1,094.7% | +128.6% |
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