+67.9%
NI vs GAP
+103.6%
-35.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.5% |
| 7D | -0.6% | -6.3% | +5.7% | -0.3% |
| 30D | -1.4% | -0.2% | -1.2% | -1.5% |
| 3M | -10.6% | 0.0% | -10.6% | -10.7% |
| 6M | -9.9% | -8.1% | -1.8% | -9.8% |
| YTD | +1.2% | -16.5% | +17.6% | +1.7% |
| 1Y | +4.4% | -10.5% | +14.9% | +4.4% |
| All | +67.9% | +103.6% | -35.7% | +52.0% |
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 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