+17.8%
DGX vs GAP
-5.1%
+22.9%
-9.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.5% | +0.1% |
| 7D | -2.2% | -3.2% | +1.0% | -2.2% |
| 30D | -0.9% | -0.7% | -0.2% | -0.8% |
| 3M | +15.6% | -0.5% | +16.1% | +16.0% |
| 6M | +17.8% | -5.0% | +22.8% | +17.3% |
| All | +17.8% | -5.1% | +22.9% | +17.3% |
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 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