+32.1%
GLW vs GAP
-4.6%
+36.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.5% | +5.8% | +9.0% |
| 7D | -5.9% | 0.0% | -5.9% | -5.7% |
| 30D | -26.0% | -4.3% | -21.7% | -25.6% |
| 3M | -29.9% | +9.4% | -39.3% | -30.0% |
| 6M | -37.8% | -3.3% | -34.5% | -36.8% |
| YTD | +33.1% | -10.5% | +43.7% | +36.9% |
| All | +32.1% | -4.6% | +36.6% | +34.2% |
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