+117.6%
DT vs GAP
+46.3%
+71.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -3.3% | -4.5% | +1.2% | -2.5% |
| 30D | +2.0% | +9.0% | -7.0% | +0.2% |
| 3M | +20.0% | +5.0% | +15.0% | +18.4% |
| 6M | +39.3% | -17.8% | +57.1% | +42.3% |
| YTD | +19.8% | -10.4% | +30.1% | +19.9% |
| 1Y | +4.3% | -3.4% | +7.7% | +2.2% |
| 3Y | +7.7% | +111.5% | -103.8% | -17.5% |
| 5Y | -26.8% | +8.8% | -35.7% | -38.9% |
| All | +117.6% | +46.3% | +71.3% | +56.5% |
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 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