+134.7%
GLW vs GAP
-8.8%
+143.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +1.7% |
| 7D | +16.9% | -3.2% | +20.1% | +17.0% |
| 30D | +7.0% | -0.7% | +7.7% | +7.0% |
| 3M | -3.0% | -0.5% | -2.5% | -2.2% |
| 6M | +31.0% | -5.0% | +36.0% | +32.2% |
| YTD | +93.4% | -14.7% | +108.1% | +98.5% |
| 1Y | +134.7% | -8.6% | +143.4% | +132.4% |
| All | +134.7% | -8.8% | +143.5% | +132.4% |
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