+489.0%
F vs GAP
+2,150.7%
-1,661.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.5% |
| 7D | -3.9% | -5.2% | +1.3% | -2.5% |
| 30D | -0.5% | -6.9% | +6.5% | +1.4% |
| 3M | -12.9% | +5.7% | -18.6% | -14.9% |
| 6M | +1.5% | +0.9% | +0.6% | -0.4% |
| YTD | -5.0% | -14.5% | +9.5% | -3.1% |
| 1Y | -7.3% | -12.1% | +4.8% | -6.4% |
| 3Y | +45.3% | +72.2% | -26.9% | +11.5% |
| 5Y | -15.8% | +4.5% | -20.3% | -29.8% |
| 10Y | +64.2% | +3.3% | +60.9% | +19.5% |
| All | +489.0% | +2,150.7% | -1,661.7% | +101.6% |
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