+388.0%
DELL vs GAP
+70.6%
+317.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.8% | -6.3% | -7.1% |
| 7D | +4.9% | -1.9% | +6.8% | +5.1% |
| 30D | -32.1% | -7.1% | -25.0% | -31.6% |
| 3M | -30.2% | +4.1% | -34.3% | -30.8% |
| 6M | +41.7% | +1.9% | +39.8% | +38.1% |
| YTD | +176.6% | -15.2% | +191.8% | +178.0% |
| 1Y | +159.9% | -10.6% | +170.6% | +158.3% |
| 3Y | +388.0% | +74.6% | +313.4% | +362.3% |
| All | +388.0% | +70.6% | +317.4% | +362.3% |
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 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