+3.9%
P vs GAP
-5.7%
+9.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.1% | +7.7% | +3.4% |
| 7D | -23.8% | -3.8% | -20.0% | -23.7% |
| 30D | -36.6% | -9.0% | -27.6% | -36.6% |
| 3M | +10.9% | +5.5% | +5.4% | +12.1% |
| 6M | +30.0% | -11.1% | +41.1% | +29.5% |
| YTD | +44.4% | -13.6% | +57.9% | +43.2% |
| 1Y | +3.9% | -2.9% | +6.8% | -0.1% |
| All | +3.9% | -5.7% | +9.6% | -0.1% |
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