+70.7%
GAP vs MKTX
+1,445.1%
-1,374.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.5% | -4.5% |
| 7D | -3.2% | +0.3% | -3.4% | -3.2% |
| 30D | -0.7% | +1.0% | -1.6% | -0.9% |
| 3M | -0.5% | +40.8% | -41.3% | -8.3% |
| 6M | -5.0% | -10.9% | +5.9% | -3.8% |
| YTD | -14.7% | -8.6% | -6.1% | -14.3% |
| 1Y | -8.6% | -11.6% | +2.9% | -7.9% |
| 3Y | +108.4% | -24.5% | +132.9% | +110.7% |
| 5Y | +5.8% | -60.7% | +66.5% | +21.8% |
| 10Y | +29.6% | +5.1% | +24.5% | +13.1% |
| All | +70.7% | +1,445.1% | -1,374.4% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling