+38.3%
DD vs GAP
+1.5%
+36.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -3.5% | -4.5% | +1.0% | -2.7% |
| 30D | -10.3% | +9.0% | -19.4% | -12.2% |
| 3M | -7.5% | +5.0% | -12.5% | -8.8% |
| 6M | -8.0% | -17.8% | +9.8% | -4.3% |
| YTD | +10.5% | -10.4% | +20.9% | +11.6% |
| 1Y | +38.3% | -3.4% | +41.7% | +30.3% |
| All | +38.3% | +1.5% | +36.8% | +30.3% |
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