+143.3%
DELL vs GAP
+10.4%
+132.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +8.0% | -16.8% | -7.6% |
| 7D | -24.6% | +8.0% | -32.5% | -23.5% |
| 30D | -32.5% | +2.7% | -35.2% | -31.9% |
| 3M | -20.2% | +16.0% | -36.2% | -18.1% |
| 6M | +76.5% | +2.0% | +74.5% | +76.1% |
| YTD | +198.9% | -4.4% | +203.3% | +199.9% |
| 1Y | +143.3% | +9.2% | +134.1% | +130.1% |
| All | +143.3% | +10.4% | +132.9% | +130.1% |
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