-10.5%
GAP vs TRU
-17.6%
+7.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -6.3% | -9.4% | +3.1% | -3.8% |
| 30D | -0.2% | -4.1% | +3.9% | +0.8% |
| 3M | 0.0% | +13.6% | -13.6% | -3.9% |
| 6M | -8.1% | +3.6% | -11.7% | -9.6% |
| YTD | -16.5% | -9.8% | -6.7% | -15.6% |
| 1Y | -10.5% | -13.6% | +3.2% | -11.9% |
| All | -10.5% | -17.6% | +7.1% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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