+52.4%
GEV vs GAP
+10.4%
+41.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +8.0% | -17.3% | -9.3% |
| 7D | -5.1% | +8.0% | -13.1% | -5.2% |
| 30D | -15.8% | +2.7% | -18.5% | -15.7% |
| 3M | -18.2% | +16.0% | -34.2% | -18.5% |
| 6M | -22.4% | +2.0% | -24.4% | -21.5% |
| YTD | +27.7% | -4.4% | +32.2% | +29.2% |
| 1Y | +52.4% | +9.2% | +43.2% | +55.1% |
| All | +52.4% | +10.4% | +41.9% | +55.1% |
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