+50.0%
DOW vs GAP
-12.4%
+62.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | +5.2% | -1.9% | +7.1% | +5.2% |
| 30D | +13.2% | -7.1% | +20.2% | +13.3% |
| 3M | +10.1% | +4.1% | +6.0% | +9.9% |
| 6M | -13.1% | +1.9% | -15.0% | -13.0% |
| YTD | +46.1% | -15.2% | +61.3% | +44.4% |
| 1Y | +50.0% | -10.6% | +60.7% | +41.8% |
| All | +50.0% | -12.4% | +62.4% | +41.8% |
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 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