+125.8%
M vs GAP
+118.2%
+7.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | +4.7% | -4.5% | +9.2% | +6.6% |
| 30D | -9.6% | +9.0% | -18.7% | -13.5% |
| 3M | +0.9% | +5.0% | -4.1% | -2.0% |
| 6M | +22.3% | -17.8% | +40.1% | +29.8% |
| YTD | +6.5% | -10.4% | +16.9% | +9.2% |
| 1Y | +38.8% | -3.4% | +42.2% | +37.7% |
| All | +125.8% | +118.2% | +7.5% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling