+3,179.8%
MAR vs GAP
+97.2%
+3,082.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | +1.8% | -5.2% | +6.9% | +3.3% |
| 30D | +14.3% | -6.9% | +21.2% | +16.5% |
| 3M | +20.0% | +5.7% | +14.3% | +17.0% |
| 6M | +21.7% | +0.9% | +20.8% | +19.3% |
| YTD | +37.7% | -14.5% | +52.2% | +40.5% |
| 1Y | +46.8% | -12.1% | +58.9% | +48.2% |
| 3Y | +121.0% | +72.2% | +48.9% | +64.0% |
| 5Y | +183.1% | +4.5% | +178.5% | +126.4% |
| 10Y | +532.4% | +3.3% | +529.2% | +325.9% |
| All | +3,179.8% | +97.2% | +3,082.6% | +1,312.0% |
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 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