+11.7%
GLXY vs GAP
-3.2%
+14.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +3.0% | +2.8% |
| 7D | +15.5% | +1.7% | +13.7% | +15.1% |
| 30D | +34.1% | +9.3% | +24.8% | +30.2% |
| 3M | -11.3% | +6.1% | -17.4% | -13.0% |
| 6M | +31.6% | -2.3% | +33.9% | +30.8% |
| YTD | +21.0% | -10.6% | +31.6% | +26.4% |
| 1Y | +11.7% | -4.4% | +16.1% | +11.6% |
| All | +11.7% | -3.2% | +14.9% | +11.6% |
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