+10.9%
MSCI vs GAP
-9.9%
+20.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.9% | -1.6% |
| 7D | +2.8% | -3.8% | +6.6% | +3.5% |
| 30D | +15.4% | -9.0% | +24.4% | +16.9% |
| 3M | +13.4% | +5.5% | +8.0% | +12.4% |
| 6M | +10.9% | -11.1% | +22.0% | +10.0% |
| All | +10.9% | -9.9% | +20.8% | +10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling