+655.7%
GAP vs DAR
+1,334.0%
-678.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -4.1% |
| 7D | -3.8% | -9.9% | +6.2% | -2.9% |
| 30D | -9.0% | -16.4% | +7.4% | -7.8% |
| 3M | +5.5% | -17.1% | +22.5% | +6.9% |
| 6M | -11.1% | -20.5% | +9.4% | -9.7% |
| YTD | -13.6% | +39.4% | -53.0% | -16.2% |
| 1Y | -2.9% | +57.2% | -60.1% | -6.8% |
| 3Y | +69.6% | +13.9% | +55.8% | +66.0% |
| 5Y | +5.4% | -40.8% | +46.2% | +7.9% |
| 10Y | +17.8% | +276.2% | -258.4% | +9.4% |
| All | +655.7% | +1,334.0% | -678.3% | +659.6% |
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