-7.5%
IR vs GAP
-8.8%
+1.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.5% | -0.7% |
| 7D | -1.9% | -3.2% | +1.3% | -1.0% |
| 30D | -15.0% | -0.7% | -14.3% | -15.1% |
| 3M | -0.4% | -0.5% | 0.0% | -0.8% |
| 6M | -15.0% | -5.0% | -10.1% | -15.5% |
| YTD | -7.1% | -14.7% | +7.6% | -4.4% |
| 1Y | -7.5% | -8.6% | +1.1% | -8.2% |
| All | -7.5% | -8.8% | +1.2% | -8.2% |
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