+8.8%
GAP vs TW
+221.1%
-212.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -4.5% | -2.3% | -2.1% | -3.8% |
| 30D | +9.0% | +3.9% | +5.1% | +7.8% |
| 3M | +5.0% | +5.7% | -0.7% | +2.8% |
| 6M | -17.8% | -14.5% | -3.3% | -14.7% |
| YTD | -10.4% | -0.9% | -9.5% | -11.8% |
| 1Y | -3.4% | -13.5% | +10.1% | -0.7% |
| 3Y | +111.5% | +25.0% | +86.5% | +79.9% |
| 5Y | +8.8% | +22.7% | -13.9% | -9.3% |
| All | +8.8% | +221.1% | -212.3% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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