+29.6%
KEY vs GAP
+10.4%
+19.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.0% | -6.5% | 0.0% |
| 7D | +1.7% | +8.0% | -6.3% | +0.1% |
| 30D | +6.8% | +2.7% | +4.1% | +6.1% |
| 3M | -5.8% | +16.0% | -21.8% | -9.1% |
| 6M | +1.4% | +2.0% | -0.6% | -0.2% |
| YTD | +7.5% | -4.4% | +11.9% | +7.9% |
| 1Y | +29.6% | +9.2% | +20.4% | +24.6% |
| All | +29.6% | +10.4% | +19.2% | +24.6% |
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