+47.0%
DD vs GAP
+113.8%
-66.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -0.6% | +1.7% | -2.3% | -0.9% |
| 30D | -7.4% | +9.3% | -16.8% | -9.1% |
| 3M | -6.4% | +6.1% | -12.5% | -7.7% |
| 6M | -2.5% | -2.3% | -0.2% | -3.0% |
| YTD | +10.2% | -10.6% | +20.8% | +11.1% |
| 1Y | +36.9% | -4.4% | +41.4% | +36.0% |
| 3Y | +47.0% | +118.3% | -71.3% | +34.4% |
| All | +47.0% | +113.8% | -66.7% | +34.4% |
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