+64.7%
D vs GAP
+118.2%
-53.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | +1.5% | -4.5% | +5.9% | +1.6% |
| 30D | -2.6% | +9.0% | -11.6% | -3.0% |
| 3M | 0.0% | +5.0% | -5.0% | -0.3% |
| 6M | +7.4% | -17.8% | +25.2% | +8.1% |
| YTD | +15.9% | -10.4% | +26.3% | +16.0% |
| 1Y | +18.1% | -3.4% | +21.5% | +17.6% |
| All | +64.7% | +118.2% | -53.5% | +50.7% |
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