+291.3%
IR vs GAP
+20.1%
+271.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | -2.8% | -4.5% | +1.6% | -1.7% |
| 30D | -15.1% | +9.0% | -24.2% | -17.3% |
| 3M | +6.1% | +5.0% | +1.1% | +4.2% |
| 6M | -16.8% | -17.8% | +1.0% | -13.7% |
| YTD | -3.5% | -10.4% | +6.9% | -2.3% |
| 1Y | -3.5% | -3.4% | -0.1% | -4.6% |
| 3Y | +9.5% | +111.5% | -102.0% | -19.6% |
| 5Y | +45.1% | +8.8% | +36.3% | +19.9% |
| All | +291.3% | +20.1% | +271.2% | +157.7% |
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