+1,100.9%
DD vs GAP
+2,131.7%
-1,030.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.4% |
| 7D | +5.0% | -1.9% | +6.9% | +5.5% |
| 30D | +19.7% | -7.1% | +26.7% | +21.5% |
| 3M | +7.2% | +4.1% | +3.1% | +5.4% |
| 6M | +1.0% | +1.9% | -0.9% | -1.0% |
| YTD | +29.1% | -15.2% | +44.3% | +31.3% |
| 1Y | +28.5% | -10.6% | +39.1% | +28.9% |
| 3Y | +89.4% | +74.6% | +14.9% | +50.8% |
| 5Y | +67.1% | +3.7% | +63.5% | +41.7% |
| 10Y | +97.5% | +2.4% | +95.1% | +45.8% |
| All | +1,100.9% | +2,131.7% | -1,030.8% | +277.4% |
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 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