-3.4%
GAP vs MDY
+17.9%
-21.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.3% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | +9.0% | -1.5% | +10.5% | +10.9% |
| 3M | +5.0% | +0.8% | +4.2% | +3.0% |
| 6M | -17.8% | +7.4% | -25.2% | -26.2% |
| YTD | -10.4% | +15.2% | -25.6% | -28.2% |
| 1Y | -3.4% | +16.5% | -19.9% | -25.6% |
| All | -3.4% | +17.9% | -21.3% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling