-15.8%
F vs GAP
+5.0%
-20.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.4% |
| 7D | +1.6% | -3.8% | +5.3% | +2.5% |
| 30D | +2.6% | -9.0% | +11.7% | +5.1% |
| 3M | -8.8% | +5.5% | -14.3% | -10.8% |
| 6M | +4.6% | -11.1% | +15.7% | +6.2% |
| YTD | -1.9% | -13.6% | +11.7% | -0.2% |
| 1Y | -0.8% | -2.9% | +2.1% | -2.5% |
| 3Y | +43.5% | +69.6% | -26.1% | +8.1% |
| All | -15.8% | +5.0% | -20.8% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling