-10.8%
DOW vs GAP
+13.5%
-24.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.2% |
| 7D | -2.4% | -4.5% | +2.1% | -1.3% |
| 30D | +0.4% | +9.0% | -8.7% | -2.4% |
| 3M | -14.4% | +5.0% | -19.4% | -16.2% |
| 6M | -7.0% | -17.8% | +10.8% | -4.4% |
| YTD | +30.2% | -10.4% | +40.6% | +30.2% |
| 1Y | +29.2% | -3.4% | +32.6% | +26.0% |
| 3Y | -36.7% | +111.5% | -148.2% | -55.8% |
| 5Y | -37.7% | +8.8% | -46.5% | -49.8% |
| All | -10.8% | +13.5% | -24.3% | -34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling