-13.9%
DT vs GAP
+77.2%
-91.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | -7.5% | -0.1% | -7.4% | -7.5% |
| 30D | -31.5% | -5.4% | -26.1% | -31.2% |
| 3M | -14.0% | +2.9% | -16.9% | -14.4% |
| 6M | +6.9% | -4.4% | +11.3% | +6.6% |
| YTD | +0.3% | -11.6% | +11.9% | +0.3% |
| 1Y | -6.9% | -6.0% | -0.9% | -7.8% |
| 3Y | -13.9% | +78.0% | -91.9% | -18.5% |
| All | -13.9% | +77.2% | -91.1% | -18.5% |
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