+14.4%
GME vs GAP
+10.4%
+4.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.0% | -4.4% | +2.7% |
| 7D | +7.8% | +8.0% | -0.2% | +6.9% |
| 30D | -0.4% | +2.7% | -3.1% | -0.8% |
| 3M | +30.9% | +16.0% | +14.8% | +28.1% |
| 6M | +5.5% | +2.0% | +3.4% | +4.9% |
| YTD | +25.2% | -4.4% | +29.6% | +24.2% |
| 1Y | +14.4% | +9.2% | +5.2% | +10.3% |
| All | +14.4% | +10.4% | +4.0% | +10.3% |
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