-6.7%
IP vs GAP
-9.8%
+3.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.6% |
| 7D | -0.9% | -5.2% | +4.3% | +0.9% |
| 30D | +6.7% | -6.9% | +13.6% | +9.2% |
| 3M | -16.6% | +5.7% | -22.3% | -18.8% |
| 6M | +6.0% | +0.9% | +5.1% | +2.9% |
| YTD | -10.7% | -14.5% | +3.8% | -8.7% |
| 1Y | -6.7% | -12.1% | +5.4% | -7.4% |
| All | -6.7% | -9.8% | +3.2% | -7.4% |
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