+615.0%
F vs GAP
+2,258.2%
-1,643.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +5.3% | -4.5% | +9.8% | +6.6% |
| 30D | +4.6% | +9.0% | -4.5% | +1.6% |
| 3M | -3.7% | +5.0% | -8.7% | -5.6% |
| 6M | +16.8% | -17.8% | +34.6% | +21.1% |
| YTD | +15.3% | -10.4% | +25.7% | +16.5% |
| 1Y | +31.0% | -3.4% | +34.4% | +28.9% |
| 3Y | +45.4% | +111.5% | -66.0% | +5.2% |
| 5Y | +54.7% | +8.8% | +45.8% | +27.6% |
| 10Y | +98.2% | +32.9% | +65.3% | +35.1% |
| All | +615.0% | +2,258.2% | -1,643.2% | +142.4% |
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