-51.3%
IT vs GAP
+113.8%
-165.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.2% | -7.2% | -7.4% |
| 7D | -9.1% | +1.7% | -10.9% | -9.3% |
| 30D | -7.0% | +9.3% | -16.3% | -8.1% |
| 3M | +7.6% | +6.1% | +1.5% | +6.7% |
| 6M | +2.1% | -2.3% | +4.4% | +1.6% |
| YTD | -31.6% | -10.6% | -21.0% | -31.3% |
| 1Y | -29.9% | -4.4% | -25.5% | -30.3% |
| 3Y | -51.3% | +118.3% | -169.6% | -52.2% |
| All | -51.3% | +113.8% | -165.0% | -52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling