+20.1%
COMP vs GAP
+10.4%
+9.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +8.0% | -0.3% | +4.0% |
| 7D | +9.5% | +8.0% | +1.5% | +5.7% |
| 30D | +8.1% | +2.7% | +5.4% | +6.7% |
| 3M | -16.3% | +16.0% | -32.4% | -22.8% |
| 6M | +42.2% | +2.0% | +40.2% | +38.1% |
| YTD | -5.0% | -4.4% | -0.6% | -3.8% |
| 1Y | +20.1% | +9.2% | +10.9% | +14.2% |
| All | +20.1% | +10.4% | +9.7% | +14.2% |
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