+54.9%
GD vs GAP
+74.8%
-20.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.3% | -2.0% |
| 7D | -3.9% | -2.1% | -1.8% | -3.8% |
| 30D | +8.1% | -5.1% | +13.2% | +8.3% |
| 3M | -6.8% | +9.8% | -16.5% | -7.4% |
| 6M | +3.0% | -3.6% | +6.6% | +2.9% |
| YTD | +7.8% | -9.8% | +17.6% | +7.8% |
| 1Y | +5.8% | -1.5% | +7.3% | +5.3% |
| All | +54.9% | +74.8% | -20.0% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling