-97.4%
IRE vs GAP
-4.6%
-92.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -2.2% |
| 7D | -15.5% | 0.0% | -15.6% | -14.7% |
| 30D | -70.4% | -4.3% | -66.1% | -70.0% |
| 3M | -81.6% | +9.4% | -91.0% | -81.7% |
| 6M | -94.7% | -3.3% | -91.4% | -94.5% |
| YTD | -91.8% | -10.5% | -81.2% | -91.3% |
| All | -97.4% | -4.6% | -92.8% | -97.3% |
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