+627.7%
GEV vs GAP
-17.3%
+645.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -1.2% |
| 7D | +3.2% | -3.2% | +6.3% | +3.8% |
| 30D | -4.0% | -0.7% | -3.3% | -4.2% |
| 3M | +3.4% | -0.5% | +3.9% | +2.8% |
| 6M | +14.7% | -5.0% | +19.7% | +14.4% |
| YTD | +45.8% | -14.7% | +60.5% | +47.9% |
| 1Y | +57.4% | -8.6% | +66.0% | +56.0% |
| All | +627.7% | -17.3% | +645.0% | +802.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling