-97.7%
IRE vs GAP
+10.4%
-108.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +8.0% | -31.2% | -23.1% |
| 7D | -46.8% | +8.0% | -54.8% | -46.7% |
| 30D | -75.5% | +2.7% | -78.2% | -75.3% |
| 3M | -79.4% | +16.0% | -95.4% | -79.9% |
| 6M | -91.3% | +2.0% | -93.3% | -91.0% |
| YTD | -90.8% | -4.4% | -86.4% | -90.7% |
| 1Y | -97.7% | +9.2% | -106.9% | -98.2% |
| All | -97.7% | +10.4% | -108.1% | -98.2% |
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