-54.2%
COMP vs GAP
-7.4%
-46.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -5.6% | -2.5% | -6.1% |
| 7D | -1.8% | -2.1% | +0.3% | -0.9% |
| 30D | -0.8% | -5.1% | +4.3% | +1.4% |
| 3M | -28.1% | +9.8% | -37.9% | -31.1% |
| 6M | +27.0% | -3.6% | +30.6% | +27.2% |
| YTD | -12.8% | -9.8% | -3.0% | -10.7% |
| 1Y | +4.9% | -1.5% | +6.3% | +3.6% |
| 3Y | +321.0% | +74.3% | +246.7% | +179.0% |
| 5Y | -25.6% | +9.9% | -35.5% | -53.4% |
| All | -54.2% | -7.4% | -46.9% | -70.6% |
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