+12.2%
IOT vs GAP
+1.5%
+10.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.8% |
| 7D | -2.3% | -4.5% | +2.1% | -2.6% |
| 30D | +3.8% | +9.0% | -5.2% | +4.4% |
| 3M | +14.2% | +5.0% | +9.2% | +14.0% |
| 6M | +40.1% | -17.8% | +57.9% | +38.3% |
| YTD | +13.4% | -10.4% | +23.8% | +8.5% |
| 1Y | +12.2% | -3.4% | +15.5% | +0.4% |
| All | +12.2% | +1.5% | +10.7% | +0.4% |
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