+16.5%
NYT vs GAP
+10.4%
+6.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.0% | -8.9% | -1.7% |
| 7D | -3.9% | +8.0% | -11.8% | -4.6% |
| 30D | +4.3% | +2.7% | +1.6% | +4.0% |
| 3M | -11.7% | +16.0% | -27.8% | -13.2% |
| 6M | -14.4% | +2.0% | -16.4% | -15.1% |
| YTD | -3.0% | -4.4% | +1.4% | -3.5% |
| 1Y | +16.5% | +9.2% | +7.4% | +15.0% |
| All | +16.5% | +10.4% | +6.1% | +15.0% |
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