-34.9%
DOW vs GAP
+108.0%
-142.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | +0.1% |
| 7D | -6.0% | -3.2% | -2.8% | -5.6% |
| 30D | -2.7% | -0.7% | -2.0% | -2.9% |
| 3M | -10.5% | -0.5% | -10.0% | -10.8% |
| 6M | -12.4% | -5.0% | -7.5% | -13.1% |
| YTD | +30.0% | -14.7% | +44.7% | +31.3% |
| 1Y | +27.8% | -8.6% | +36.4% | +26.9% |
| All | -34.9% | +108.0% | -142.9% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling