+12.4%
GD vs GAP
-3.2%
+15.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -3.5% | +1.7% | -5.2% | -3.6% |
| 30D | -9.0% | +9.3% | -18.4% | -9.7% |
| 3M | +5.1% | +6.1% | -1.0% | +4.5% |
| 6M | -1.0% | -2.3% | +1.3% | -1.3% |
| YTD | +7.3% | -10.6% | +17.9% | +7.4% |
| 1Y | +12.4% | -4.4% | +16.9% | +10.8% |
| All | +12.4% | -3.2% | +15.6% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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