+41.8%
ES vs GAP
+67.6%
-25.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.3% | -2.6% |
| 7D | +1.9% | -3.8% | +5.6% | +2.1% |
| 30D | +7.1% | -9.0% | +16.1% | +7.7% |
| 3M | -1.9% | +5.5% | -7.4% | -2.5% |
| 6M | +4.4% | -11.1% | +15.4% | +4.8% |
| YTD | +7.3% | -13.6% | +20.9% | +7.6% |
| 1Y | +2.1% | -2.9% | +5.0% | +1.4% |
| 3Y | +41.8% | +69.6% | -27.8% | +28.9% |
| All | +41.8% | +67.6% | -25.7% | +28.9% |
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