+84.8%
MRK vs GAP
+1.5%
+83.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +1.3% | -4.5% | +5.8% | +1.7% |
| 30D | +17.1% | +9.0% | +8.1% | +16.2% |
| 3M | +25.9% | +5.0% | +20.9% | +25.3% |
| 6M | +26.8% | -17.8% | +44.6% | +29.9% |
| YTD | +44.9% | -10.4% | +55.3% | +46.3% |
| 1Y | +84.8% | -3.4% | +88.2% | +85.2% |
| All | +84.8% | +1.5% | +83.3% | +85.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling