+41.7%
DELL vs GAP
+0.1%
+41.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.8% | -6.3% | -7.5% |
| 7D | +4.9% | -1.9% | +6.8% | +4.0% |
| 30D | -32.1% | -7.1% | -25.0% | -33.5% |
| 3M | -30.2% | +4.1% | -34.3% | -26.5% |
| 6M | +41.7% | +1.9% | +39.8% | +53.8% |
| All | +41.7% | +0.1% | +41.6% | +53.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling