+6,045.6%
IT vs GAP
+894.3%
+5,151.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.7% |
| 7D | -6.0% | -4.5% | -1.6% | -5.1% |
| 30D | 0.0% | +9.0% | -9.0% | -2.1% |
| 3M | +13.1% | +5.0% | +8.1% | +11.5% |
| 6M | +11.7% | -17.8% | +29.5% | +14.9% |
| YTD | -26.1% | -10.4% | -15.7% | -25.5% |
| 1Y | -21.3% | -3.4% | -17.9% | -22.3% |
| 3Y | -46.7% | +111.5% | -158.2% | -59.4% |
| 5Y | -40.5% | +8.8% | -49.3% | -50.3% |
| 10Y | +103.9% | +32.9% | +71.0% | +38.6% |
| All | +6,045.6% | +894.3% | +5,151.3% | +2,261.7% |
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