+470.9%
COMP vs GAP
+78.9%
+392.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.5% | +2.2% | +4.8% |
| 7D | +14.5% | 0.0% | +14.5% | +14.6% |
| 30D | +14.9% | -4.3% | +19.2% | +16.2% |
| 3M | -14.2% | +9.4% | -23.6% | -16.4% |
| 6M | +23.7% | -3.3% | +27.0% | +23.5% |
| YTD | +2.1% | -10.5% | +12.6% | +4.0% |
| 1Y | +26.2% | -2.4% | +28.6% | +26.3% |
| 3Y | +470.9% | +80.1% | +390.8% | +429.2% |
| All | +470.9% | +78.9% | +392.0% | +429.2% |
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 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