+15.0%
GE vs GAP
-9.4%
+24.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | -2.8% | -6.3% | +3.5% | -1.8% |
| 30D | -11.9% | -0.2% | -11.7% | -12.0% |
| 3M | +1.8% | 0.0% | +1.8% | +1.5% |
| 6M | -0.6% | -8.1% | +7.5% | 0.0% |
| YTD | +5.5% | -16.5% | +22.0% | +7.8% |
| 1Y | +15.0% | -10.5% | +25.4% | +13.3% |
| All | +15.0% | -9.4% | +24.3% | +13.3% |
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