-4.2%
DT vs GAP
-12.4%
+8.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | +3.1% | -1.9% | +5.0% | +3.1% |
| 30D | -29.5% | -7.1% | -22.5% | -29.5% |
| 3M | -11.7% | +4.1% | -15.8% | -11.5% |
| 6M | +29.0% | +1.9% | +27.1% | +28.1% |
| YTD | +3.4% | -15.2% | +18.6% | +1.3% |
| 1Y | -4.2% | -10.6% | +6.4% | -7.2% |
| All | -4.2% | -12.4% | +8.1% | -7.2% |
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