-13.5%
GAP vs WING
+719.8%
-733.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.4% | -4.9% | +1.3% |
| 7D | 0.0% | +8.6% | -8.5% | -2.0% |
| 30D | -4.3% | +44.8% | -49.1% | -13.4% |
| 3M | +9.4% | +51.9% | -42.5% | -2.8% |
| 6M | -3.3% | +37.2% | -40.5% | -12.7% |
| YTD | -10.5% | -25.3% | +14.8% | -7.4% |
| 1Y | -2.4% | -25.1% | +22.7% | +0.9% |
| 3Y | +80.1% | -12.9% | +93.0% | +64.6% |
| 5Y | +6.5% | +12.0% | -5.6% | -15.5% |
| 10Y | +14.6% | +716.5% | -701.9% | -44.1% |
| All | -13.5% | +719.8% | -733.3% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling