+927.6%
DD vs GAP
+2,258.2%
-1,330.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -3.5% | -4.5% | +1.0% | -2.5% |
| 30D | -10.3% | +9.0% | -19.4% | -12.5% |
| 3M | -7.5% | +5.0% | -12.5% | -9.1% |
| 6M | -8.0% | -17.8% | +9.8% | -5.1% |
| YTD | +10.5% | -10.4% | +20.9% | +11.4% |
| 1Y | +38.3% | -3.4% | +41.7% | +36.4% |
| 3Y | +42.5% | +111.5% | -69.0% | +8.1% |
| 5Y | +60.2% | +8.8% | +51.3% | +34.4% |
| 10Y | +68.9% | +32.9% | +36.0% | +17.0% |
| All | +927.6% | +2,258.2% | -1,330.7% | +220.0% |
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