-22.5%
GIS vs GAP
-12.4%
-10.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | -3.4% | -1.9% | -1.4% | -3.2% |
| 30D | +6.9% | -7.1% | +13.9% | +7.5% |
| 3M | -10.1% | +4.1% | -14.2% | -10.4% |
| 6M | +5.9% | +1.9% | +3.9% | +5.3% |
| YTD | -21.1% | -15.2% | -5.9% | -21.6% |
| 1Y | -22.5% | -10.6% | -11.9% | -23.4% |
| All | -22.5% | -12.4% | -10.1% | -23.4% |
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