+14.5%
NET vs GAP
+10.4%
+4.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.0% | -10.6% | -2.3% |
| 7D | -16.4% | +8.0% | -24.3% | -16.1% |
| 30D | -25.8% | +2.7% | -28.5% | -25.7% |
| 3M | -11.5% | +16.0% | -27.6% | -11.3% |
| 6M | +18.9% | +2.0% | +16.9% | +18.6% |
| YTD | +35.2% | -4.4% | +39.6% | +35.8% |
| 1Y | +14.5% | +9.2% | +5.3% | +13.2% |
| All | +14.5% | +10.4% | +4.0% | +13.2% |
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