+490.1%
FIX vs GAP
+77.9%
+412.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -13.9% | -0.1% | -13.9% | -14.1% |
| 30D | -35.5% | -5.4% | -30.1% | -35.0% |
| 3M | -33.9% | +2.9% | -36.8% | -34.8% |
| 6M | -43.3% | -4.4% | -38.9% | -43.6% |
| YTD | +18.7% | -11.6% | +30.2% | +19.5% |
| 1Y | +13.8% | -6.0% | +19.8% | +12.7% |
| All | +490.1% | +77.9% | +412.3% | +440.2% |
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