+74.6%
GAP vs ALM
+909.2%
-834.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.7% | -8.6% | -1.0% |
| 7D | -1.9% | +1.2% | -3.1% | -1.9% |
| 30D | -7.1% | -19.3% | +12.3% | -6.7% |
| 3M | +4.1% | -40.6% | +44.8% | +4.8% |
| 6M | +1.9% | -57.9% | +59.8% | +3.1% |
| YTD | -15.2% | -6.7% | -8.5% | -14.5% |
| 1Y | -10.6% | +20.2% | -30.8% | -10.0% |
| 3Y | +74.6% | +879.4% | -804.9% | +105.0% |
| All | +74.6% | +909.2% | -834.6% | +105.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling