+430.5%
M vs GAP
+428.7%
+1.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.4% | -2.5% |
| 7D | -4.3% | -3.8% | -0.5% | -2.3% |
| 30D | +1.3% | -9.0% | +10.3% | +6.2% |
| 3M | -7.4% | +5.5% | -12.8% | -10.8% |
| 6M | +18.3% | -11.1% | +29.4% | +22.9% |
| YTD | +7.6% | -13.6% | +21.1% | +12.3% |
| 1Y | +17.4% | -2.9% | +20.2% | +15.7% |
| 3Y | +108.4% | +69.6% | +38.7% | +38.4% |
| 5Y | -10.6% | +5.4% | -16.0% | -28.3% |
| 10Y | -3.2% | +17.8% | -21.0% | -31.3% |
| All | +430.5% | +428.7% | +1.8% | +96.4% |
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