+39,776.7%
LOW vs GAP
+2,131.7%
+37,645.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.4% |
| 7D | +1.4% | -1.9% | +3.3% | +2.0% |
| 30D | +21.7% | -7.1% | +28.8% | +24.3% |
| 3M | +5.0% | +4.1% | +0.9% | +3.1% |
| 6M | +4.6% | +1.9% | +2.7% | +2.6% |
| YTD | -3.5% | -15.2% | +11.7% | -1.1% |
| 1Y | +0.5% | -10.6% | +11.2% | +1.3% |
| 3Y | +24.8% | +74.6% | -49.8% | -6.9% |
| 5Y | +6.5% | +3.7% | +2.8% | -14.1% |
| 10Y | +294.6% | +2.4% | +292.1% | +161.0% |
| All | +39,776.7% | +2,131.7% | +37,645.0% | +7,082.4% |
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 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