+425.3%
M vs GAP
+448.0%
-22.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.3% |
| 7D | +4.7% | -4.5% | +9.2% | +7.0% |
| 30D | -9.6% | +9.0% | -18.7% | -14.3% |
| 3M | +0.9% | +5.0% | -4.1% | -2.6% |
| 6M | +22.3% | -17.8% | +40.1% | +31.1% |
| YTD | +6.5% | -10.4% | +16.9% | +9.3% |
| 1Y | +38.8% | -3.4% | +42.2% | +36.7% |
| 3Y | +115.9% | +111.5% | +4.4% | +27.5% |
| 5Y | +28.6% | +8.8% | +19.8% | +2.0% |
| 10Y | -2.5% | +32.9% | -35.4% | -34.8% |
| All | +425.3% | +448.0% | -22.7% | +91.2% |
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