-3.4%
GAP vs MTB
+23.4%
-26.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -4.5% | +1.7% | -6.2% | -5.8% |
| 30D | +9.0% | -4.2% | +13.2% | +12.9% |
| 3M | +5.0% | +8.9% | -3.9% | -3.1% |
| 6M | -17.8% | +10.9% | -28.7% | -25.4% |
| YTD | -10.4% | +21.5% | -31.9% | -24.2% |
| 1Y | -3.4% | +21.9% | -25.3% | -26.8% |
| All | -3.4% | +23.4% | -26.8% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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