+6.0%
DIA vs GAP
+0.1%
+5.9%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.2% |
| 7D | +2.1% | -1.9% | +4.0% | +2.3% |
| 30D | +1.5% | -7.1% | +8.5% | +2.2% |
| 3M | -2.4% | +4.1% | -6.5% | -2.5% |
| 6M | +6.0% | +1.9% | +4.0% | +5.8% |
| All | +6.0% | +0.1% | +5.9% | +5.8% |
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