+179.9%
INTC vs GAP
+108.0%
+71.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.3% | +2.4% |
| 7D | +18.0% | -3.2% | +21.2% | +18.6% |
| 30D | +8.9% | -0.7% | +9.6% | +8.7% |
| 3M | -1.6% | -0.5% | -1.1% | -2.1% |
| 6M | +133.1% | -5.0% | +138.1% | +132.9% |
| YTD | +187.9% | -14.7% | +202.6% | +192.7% |
| 1Y | +334.7% | -8.6% | +343.3% | +335.1% |
| All | +179.9% | +108.0% | +71.9% | +159.3% |
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 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