+7.1%
GAP vs ALM
+396.4%
-389.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.3% | -4.2% |
| 7D | -3.8% | -6.7% | +2.9% | -3.6% |
| 30D | -9.0% | -32.9% | +23.9% | -8.0% |
| 3M | +5.5% | -39.5% | +44.9% | +6.7% |
| 6M | -11.1% | -62.0% | +50.9% | -8.9% |
| YTD | -13.6% | -7.8% | -5.7% | -13.8% |
| 1Y | -2.9% | +26.7% | -29.5% | -4.1% |
| 3Y | +69.6% | +825.4% | -755.7% | +52.9% |
| All | +7.1% | +396.4% | -389.3% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling