+118.3%
GAP vs MTB
+118.5%
-0.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | +1.7% | +2.8% | -1.0% | -0.4% |
| 30D | +9.3% | -4.2% | +13.5% | +12.9% |
| 3M | +6.1% | +7.8% | -1.7% | -0.3% |
| 6M | -2.3% | +14.8% | -17.1% | -12.8% |
| YTD | -10.6% | +20.8% | -31.4% | -22.9% |
| 1Y | -4.4% | +23.1% | -27.6% | -18.9% |
| 3Y | +118.3% | +114.8% | +3.5% | +21.4% |
| All | +118.3% | +118.5% | -0.2% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling