+356.7%
IP vs GAP
+2,258.2%
-1,901.5%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | -5.3% | -4.5% | -0.8% | -4.2% |
| 30D | -10.9% | +9.0% | -19.9% | -13.1% |
| 3M | +11.2% | +5.0% | +6.2% | +9.5% |
| 6M | -10.2% | -17.8% | +7.6% | -6.8% |
| YTD | -2.0% | -10.4% | +8.4% | -0.5% |
| 1Y | -19.1% | -3.4% | -15.7% | -19.8% |
| 3Y | +20.9% | +111.5% | -90.6% | -8.5% |
| 5Y | -17.8% | +8.8% | -26.6% | -31.0% |
| 10Y | +23.5% | +32.9% | -9.4% | -14.8% |
| All | +356.7% | +2,258.2% | -1,901.5% | +45.9% |
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