-12.1%
GAP vs ALM
+7.9%
-20.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -1.0% |
| 7D | -5.2% | -4.0% | -1.2% | -5.0% |
| 30D | -6.9% | -30.5% | +23.6% | -5.8% |
| 3M | +5.7% | -46.9% | +52.6% | +7.4% |
| 6M | +0.9% | -65.5% | +66.4% | +4.0% |
| YTD | -14.5% | -13.4% | -1.1% | -9.3% |
| 1Y | -12.1% | +9.8% | -21.9% | -4.4% |
| All | -12.1% | +7.9% | -20.0% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling