+16.7%
DIA vs GAP
-7.4%
+24.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.8% | -0.3% |
| 7D | -1.2% | -3.2% | +1.9% | -0.9% |
| 30D | -2.7% | -0.7% | -2.0% | -2.7% |
| 3M | +3.3% | -0.5% | +3.7% | +3.1% |
| 6M | +10.4% | -5.0% | +15.4% | +10.1% |
| YTD | +10.0% | -14.7% | +24.7% | +11.0% |
| All | +16.7% | -7.4% | +24.1% | +15.0% |
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