+9.7%
GE vs GAP
-12.4%
+22.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +2.7% | -1.9% | +4.6% | +3.0% |
| 30D | +8.1% | -7.1% | +15.1% | +9.4% |
| 3M | -7.9% | +4.1% | -12.0% | -8.5% |
| 6M | +12.9% | +1.9% | +11.0% | +11.1% |
| YTD | +8.2% | -15.2% | +23.4% | +11.4% |
| 1Y | +9.7% | -10.6% | +20.3% | +13.8% |
| All | +9.7% | -12.4% | +22.0% | +13.8% |
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