+119.1%
GAP vs BOXX
+18.5%
+100.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.4% |
| 7D | -4.1% | +0.1% | -4.2% | -4.5% |
| 30D | +6.2% | +0.3% | +5.9% | +3.5% |
| 3M | -0.7% | +1.0% | -1.7% | -8.5% |
| 6M | -7.1% | +1.9% | -9.1% | -19.6% |
| YTD | -14.1% | +2.7% | -16.8% | -29.7% |
| 1Y | -8.5% | +4.0% | -12.5% | -31.8% |
| 3Y | +115.4% | +14.7% | +100.7% | -4.0% |
| All | +119.1% | +18.5% | +100.6% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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