+35.4%
GLW vs GAP
-9.8%
+45.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | +15.5% | -5.2% | +20.7% | +15.9% |
| 30D | -19.6% | -6.9% | -12.6% | -19.0% |
| 3M | -28.5% | +5.7% | -34.2% | -28.3% |
| 6M | -39.5% | +0.9% | -40.4% | -39.4% |
| YTD | +37.2% | -14.5% | +51.7% | +41.7% |
| 1Y | +35.4% | -12.1% | +47.5% | +38.9% |
| All | +35.4% | -9.8% | +45.3% | +38.9% |
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