-8.4%
POET vs GAP
+3.0%
-11.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.1% | -2.9% | -4.7% |
| 7D | +3.7% | -6.3% | +10.0% | +4.6% |
| 30D | -11.5% | -0.2% | -11.3% | -11.7% |
| 3M | -30.8% | 0.0% | -30.8% | -31.1% |
| 6M | +8.6% | -8.1% | +16.7% | +8.6% |
| YTD | +20.1% | -16.5% | +36.5% | +21.4% |
| 1Y | +35.7% | -10.5% | +46.2% | +35.5% |
| 3Y | +116.5% | +104.0% | +12.6% | +88.1% |
| 5Y | -8.4% | +6.8% | -15.2% | -16.6% |
| All | -8.4% | +3.0% | -11.4% | -16.6% |
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 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