-13.4%
GAP vs WING
+405.9%
-419.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -4.5% | -3.9% | -0.6% | -3.5% |
| 30D | +9.0% | -11.6% | +20.6% | +12.2% |
| 3M | +5.0% | -24.2% | +29.2% | +11.7% |
| 6M | -17.8% | -54.1% | +36.3% | -1.4% |
| YTD | -10.4% | -53.9% | +43.5% | +5.9% |
| 1Y | -3.4% | -64.4% | +61.0% | +21.6% |
| 3Y | +111.5% | -30.2% | +141.7% | +103.3% |
| 5Y | +8.8% | -34.1% | +42.9% | -0.7% |
| 10Y | +32.9% | +342.1% | -309.2% | -24.7% |
| All | -13.4% | +405.9% | -419.2% | -53.6% |
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