+151.8%
HYG vs GAP
+93.4%
+58.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | -0.3% |
| 7D | -0.7% | -6.3% | +5.6% | -0.2% |
| 30D | -0.6% | -0.2% | -0.3% | -0.7% |
| 3M | +0.4% | 0.0% | +0.4% | +0.2% |
| 6M | +1.2% | -8.1% | +9.3% | +1.4% |
| YTD | +1.5% | -16.5% | +17.9% | +2.2% |
| 1Y | +3.2% | -10.5% | +13.6% | +3.1% |
| 3Y | +25.9% | +104.0% | -78.1% | +13.7% |
| 5Y | +18.6% | +6.8% | +11.8% | +10.4% |
| 10Y | +55.8% | +26.9% | +28.9% | +30.9% |
| All | +151.8% | +93.4% | +58.4% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling