+31.0%
PL vs GAP
+2.1%
+28.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +10.0% | -1.9% | +11.9% | +10.8% |
| 30D | -2.3% | -7.1% | +4.8% | -0.3% |
| 3M | -44.2% | +4.1% | -48.3% | -45.6% |
| 6M | -66.1% | +1.9% | -68.0% | -67.2% |
| YTD | -30.0% | -15.2% | -14.8% | -29.4% |
| 1Y | +21.0% | -10.6% | +31.7% | +18.8% |
| 3Y | +516.5% | +74.6% | +441.9% | +359.7% |
| All | +31.0% | +2.1% | +28.9% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling