+155.4%
P vs GAP
+118.2%
+37.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +6.5% | -4.5% | +11.0% | +7.1% |
| 30D | +18.8% | +9.0% | +9.8% | +17.3% |
| 3M | +26.7% | +5.0% | +21.7% | +25.5% |
| 6M | +62.2% | -17.8% | +80.0% | +65.0% |
| YTD | +48.5% | -10.4% | +58.9% | +48.4% |
| 1Y | +26.4% | -3.4% | +29.8% | +24.0% |
| All | +155.4% | +118.2% | +37.2% | +120.3% |
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