+6,262.5%
IT vs GAP
+861.5%
+5,401.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.6% |
| 7D | -6.8% | -9.3% | +2.5% | -4.8% |
| 30D | -0.6% | -5.5% | +4.9% | +0.7% |
| 3M | +3.1% | +3.5% | -0.4% | +1.8% |
| 6M | +25.5% | +0.7% | +24.8% | +24.0% |
| YTD | -23.5% | -13.4% | -10.1% | -22.5% |
| 1Y | -16.6% | -7.7% | -9.0% | -16.9% |
| 3Y | -53.1% | +74.4% | -127.5% | -62.5% |
| 5Y | -41.4% | +5.3% | -46.8% | -50.6% |
| 10Y | +90.9% | +4.7% | +86.3% | +38.2% |
| All | +6,262.5% | +861.5% | +5,401.0% | +2,357.5% |
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