-25.5%
IT vs GAP
-7.6%
-17.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.9% | +2.4% | +4.7% |
| 7D | -3.7% | -4.1% | +0.4% | -2.9% |
| 30D | +0.1% | +6.2% | -6.1% | -1.2% |
| 3M | +20.7% | -0.7% | +21.4% | +20.1% |
| 6M | +12.0% | -7.1% | +19.1% | +11.0% |
| YTD | -28.8% | -14.1% | -14.7% | -28.5% |
| 1Y | -25.5% | -8.5% | -17.0% | -29.4% |
| All | -25.5% | -7.6% | -17.9% | -29.4% |
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