+40.6%
GLW vs GAP
+10.4%
+30.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +8.0% | -13.8% | -6.2% |
| 7D | -9.5% | +8.0% | -17.4% | -9.8% |
| 30D | -25.5% | +2.7% | -28.2% | -25.5% |
| 3M | -25.6% | +16.0% | -41.6% | -26.1% |
| 6M | -25.5% | +2.0% | -27.5% | -24.4% |
| YTD | +36.4% | -4.4% | +40.8% | +39.4% |
| 1Y | +40.6% | +9.2% | +31.4% | +38.0% |
| All | +40.6% | +10.4% | +30.2% | +38.0% |
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