+37.4%
GILD vs GAP
+1.5%
+35.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +3.7% | -4.5% | +8.1% | +3.9% |
| 30D | +14.6% | +9.0% | +5.6% | +13.9% |
| 3M | +17.7% | +5.0% | +12.7% | +17.2% |
| 6M | +3.1% | -17.8% | +20.9% | +4.2% |
| YTD | +24.5% | -10.4% | +34.9% | +24.6% |
| 1Y | +37.4% | -3.4% | +40.8% | +36.9% |
| All | +37.4% | +1.5% | +35.9% | +36.9% |
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