+57.4%
INTC vs GAP
+10.4%
+46.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +8.0% | -11.8% | -5.0% |
| 7D | -39.0% | +8.0% | -47.0% | -39.6% |
| 30D | -49.8% | +2.7% | -52.5% | -50.0% |
| 3M | -42.2% | +16.0% | -58.3% | -43.9% |
| 6M | -39.2% | +2.0% | -41.2% | -39.2% |
| YTD | +57.9% | -4.4% | +62.3% | +59.9% |
| 1Y | +57.4% | +9.2% | +48.2% | +57.3% |
| All | +57.4% | +10.4% | +46.9% | +57.3% |
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