+69.6%
GAP vs DAR
+11.9%
+57.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.9% |
| 7D | -3.8% | -9.9% | +6.2% | -0.9% |
| 30D | -9.0% | -16.4% | +7.4% | -4.5% |
| 3M | +5.5% | -17.1% | +22.5% | +10.3% |
| 6M | -11.1% | -20.5% | +9.4% | -6.2% |
| YTD | -13.6% | +39.4% | -53.0% | -25.7% |
| 1Y | -2.9% | +57.2% | -60.1% | -20.2% |
| 3Y | +69.6% | +13.9% | +55.8% | +47.7% |
| All | +69.6% | +11.9% | +57.8% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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