-24.8%
GIS vs GAP
-7.6%
-17.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.5% |
| 7D | -6.4% | -4.1% | -2.3% | -6.1% |
| 30D | -6.1% | +6.2% | -12.3% | -6.5% |
| 3M | +7.8% | -0.7% | +8.5% | +7.4% |
| 6M | -8.8% | -7.1% | -1.7% | -8.9% |
| YTD | -19.1% | -14.1% | -5.1% | -19.5% |
| 1Y | -24.8% | -8.5% | -16.3% | -23.4% |
| All | -24.8% | -7.6% | -17.1% | -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