+36.3%
M vs GAP
-3.2%
+39.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | +2.4% | +1.7% | +0.6% | +1.6% |
| 30D | -11.6% | +9.3% | -20.9% | -16.1% |
| 3M | +1.6% | +6.1% | -4.5% | -2.2% |
| 6M | +25.2% | -2.3% | +27.5% | +23.3% |
| YTD | +3.8% | -10.6% | +14.3% | +7.0% |
| 1Y | +36.3% | -4.4% | +40.8% | +32.9% |
| All | +36.3% | -3.2% | +39.5% | +32.9% |
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