+113.0%
GAP vs BOXX
+18.4%
+94.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -6.3% | 0.0% | -6.4% | -6.7% |
| 30D | -0.2% | +0.3% | -0.5% | -2.5% |
| 3M | 0.0% | +1.0% | -1.0% | -7.4% |
| 6M | -8.1% | +1.9% | -10.0% | -20.4% |
| YTD | -16.5% | +2.6% | -19.1% | -31.3% |
| 1Y | -10.5% | +4.0% | -14.5% | -33.0% |
| 3Y | +104.0% | +14.6% | +89.4% | -8.6% |
| All | +113.0% | +18.4% | +94.6% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling