+154.1%
MAR vs GAP
+6.6%
+147.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +1.8% |
| 7D | -0.5% | -3.2% | +2.7% | +0.1% |
| 30D | -4.7% | -0.7% | -4.0% | -4.8% |
| 3M | -15.6% | -0.5% | -15.1% | -16.0% |
| 6M | +1.2% | -5.0% | +6.2% | +1.3% |
| YTD | +7.5% | -14.7% | +22.2% | +9.6% |
| 1Y | +26.6% | -8.6% | +35.3% | +26.7% |
| 3Y | +66.0% | +108.4% | -42.4% | +29.1% |
| 5Y | +154.1% | +5.8% | +148.3% | +108.7% |
| All | +154.1% | +6.6% | +147.5% | +108.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling