-0.8%
MSFT vs GAP
-9.4%
+8.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.2% |
| 7D | -3.5% | -6.3% | +2.9% | -3.2% |
| 30D | -2.1% | -0.2% | -1.8% | -2.1% |
| 3M | +24.2% | 0.0% | +24.1% | +23.9% |
| 6M | +21.9% | -8.1% | +30.0% | +20.6% |
| YTD | +2.5% | -16.5% | +18.9% | +1.7% |
| 1Y | -0.8% | -10.5% | +9.7% | -3.0% |
| All | -0.8% | -9.4% | +8.6% | -3.0% |
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 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