+48.9%
MSFT vs GAP
+108.0%
-59.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.2% |
| 7D | -1.0% | -3.2% | +2.1% | -0.8% |
| 30D | -2.7% | -0.7% | -2.0% | -2.7% |
| 3M | +22.1% | -0.5% | +22.6% | +22.0% |
| 6M | +20.6% | -5.0% | +25.6% | +20.3% |
| YTD | +2.3% | -14.7% | +17.0% | +2.6% |
| 1Y | -0.5% | -8.6% | +8.1% | -0.9% |
| All | +48.9% | +108.0% | -59.1% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling