+19.3%
PH vs GAP
+10.4%
+8.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +8.0% | -11.7% | -4.9% |
| 7D | -0.2% | +8.0% | -8.1% | -1.4% |
| 30D | -6.7% | +2.7% | -9.4% | -7.1% |
| 3M | -8.1% | +16.0% | -24.2% | -10.7% |
| 6M | +5.3% | +2.0% | +3.3% | +4.3% |
| YTD | +4.2% | -4.4% | +8.6% | +5.1% |
| 1Y | +19.3% | +9.2% | +10.2% | +19.7% |
| All | +19.3% | +10.4% | +8.9% | +19.7% |
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