-17.2%
F vs GAP
+2.1%
-19.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -3.1% | -1.9% | -1.2% | -2.6% |
| 30D | 0.0% | -7.1% | +7.1% | +1.8% |
| 3M | -13.2% | +4.1% | -17.3% | -14.7% |
| 6M | -10.2% | +1.9% | -12.1% | -12.1% |
| YTD | -4.9% | -15.2% | +10.3% | -2.8% |
| 1Y | -6.1% | -10.6% | +4.5% | -5.6% |
| 3Y | +46.0% | +74.6% | -28.6% | +8.7% |
| All | -17.2% | +2.1% | -19.4% | -41.7% |
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