-17.5%
GAP vs ALM
+3,798.4%
-3,815.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.1% | -4.6% | +3.5% |
| 7D | 0.0% | +0.7% | -0.7% | 0.0% |
| 30D | -4.3% | -26.1% | +21.8% | -4.2% |
| 3M | +9.4% | -38.1% | +47.5% | +9.5% |
| 6M | -3.3% | -55.4% | +52.1% | -3.1% |
| YTD | -10.5% | -0.4% | -10.1% | -10.6% |
| 1Y | -2.4% | +25.4% | -27.7% | -2.5% |
| 3Y | +80.1% | +907.8% | -827.7% | +78.4% |
| 5Y | +6.5% | +440.2% | -433.7% | +5.5% |
| 10Y | +14.6% | +2,031.1% | -2,016.5% | +13.1% |
| All | -17.5% | +3,798.4% | -3,815.9% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling