+7.3%
PL vs GAP
-4.6%
+11.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +3.5% | +11.0% | +14.7% |
| 7D | +10.9% | 0.0% | +10.8% | +11.1% |
| 30D | -16.4% | -4.3% | -12.1% | -16.4% |
| 3M | -39.9% | +9.4% | -49.4% | -39.2% |
| 6M | -63.2% | -3.3% | -59.9% | -62.5% |
| YTD | -27.1% | -10.5% | -16.6% | -26.1% |
| All | +7.3% | -4.6% | +11.9% | +7.9% |
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