-10.5%
GAP vs MTB
+22.5%
-33.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.5% |
| 7D | -6.3% | -0.4% | -5.9% | -6.0% |
| 30D | -0.2% | -4.6% | +4.4% | +3.7% |
| 3M | 0.0% | +7.4% | -7.4% | -6.7% |
| 6M | -8.1% | +18.7% | -26.8% | -22.1% |
| YTD | -16.5% | +21.1% | -37.5% | -29.3% |
| 1Y | -10.5% | +24.1% | -34.5% | -31.7% |
| All | -10.5% | +22.5% | -33.0% | -31.7% |
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