-0.4%
PL vs GAP
+10.4%
-10.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +8.0% | -14.4% | -5.9% |
| 7D | -11.7% | +8.0% | -19.7% | -11.2% |
| 30D | -27.1% | +2.7% | -29.8% | -26.9% |
| 3M | -44.6% | +16.0% | -60.6% | -43.9% |
| 6M | -67.2% | +2.0% | -69.2% | -66.5% |
| YTD | -35.9% | -4.4% | -31.4% | -35.2% |
| 1Y | -0.4% | +9.2% | -9.6% | -6.6% |
| All | -0.4% | +10.4% | -10.8% | -6.6% |
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