-3.4%
GAP vs MKTX
-8.5%
+5.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.5% | +0.4% | -4.9% | -4.5% |
| 30D | +9.0% | +1.1% | +8.0% | +9.1% |
| 3M | +5.0% | +36.1% | -31.1% | +5.5% |
| 6M | -17.8% | -12.9% | -4.9% | -23.6% |
| YTD | -10.4% | -8.5% | -1.9% | -15.4% |
| 1Y | -3.4% | -7.5% | +4.2% | -9.4% |
| All | -3.4% | -8.5% | +5.1% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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