+683.4%
GAP vs DAR
+1,762.6%
-1,079.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.6% |
| 7D | -4.5% | +1.4% | -5.8% | -4.6% |
| 30D | +9.0% | +12.8% | -3.7% | +7.9% |
| 3M | +5.0% | +7.4% | -2.4% | +4.2% |
| 6M | -17.8% | +22.3% | -40.1% | -19.4% |
| YTD | -10.4% | +81.1% | -91.5% | -14.9% |
| 1Y | -3.4% | +106.5% | -109.9% | -9.3% |
| 3Y | +111.5% | +5.3% | +106.2% | +107.9% |
| 5Y | +8.8% | -11.5% | +20.4% | +8.2% |
| 10Y | +32.9% | +353.3% | -320.4% | +21.3% |
| All | +683.4% | +1,762.6% | -1,079.2% | +671.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling