+50.6%
POET vs GAP
+1.5%
+49.1%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.5% | +7.6% | +8.0% |
| 7D | +5.6% | -4.5% | +10.1% | +5.8% |
| 30D | -2.1% | +9.0% | -11.1% | -2.5% |
| 3M | -48.8% | +5.0% | -53.8% | -48.7% |
| 6M | +15.8% | -17.8% | +33.6% | +18.9% |
| YTD | +25.1% | -10.4% | +35.5% | +25.3% |
| 1Y | +50.6% | -3.4% | +54.0% | +46.5% |
| All | +50.6% | +1.5% | +49.1% | +46.5% |
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