+114.0%
GAP vs WING
-28.1%
+142.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -4.5% | -3.9% | -0.6% | -3.8% |
| 30D | +9.0% | -11.6% | +20.6% | +11.3% |
| 3M | +5.0% | -24.2% | +29.2% | +9.7% |
| 6M | -17.8% | -54.1% | +36.3% | -6.9% |
| YTD | -10.4% | -53.9% | +43.5% | +0.5% |
| 1Y | -3.4% | -64.4% | +61.0% | +12.8% |
| All | +114.0% | -28.1% | +142.2% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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