+140.7%
GOOG vs GAP
+108.0%
+32.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -1.6% |
| 7D | -1.6% | -3.2% | +1.6% | -1.2% |
| 30D | -7.7% | -0.7% | -7.0% | -7.7% |
| 3M | -9.3% | -0.5% | -8.8% | -9.4% |
| 6M | +7.4% | -5.0% | +12.4% | +7.6% |
| YTD | +4.9% | -14.7% | +19.5% | +5.8% |
| 1Y | +37.2% | -8.6% | +45.9% | +37.1% |
| All | +140.7% | +108.0% | +32.7% | +132.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling