-16.9%
POET vs GAP
+126.7%
-143.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +4.9% |
| 7D | +17.0% | +1.7% | +15.3% | +16.8% |
| 30D | -6.7% | +9.3% | -16.1% | -7.9% |
| 3M | -32.3% | +6.1% | -38.4% | -33.0% |
| 6M | +32.3% | -2.3% | +34.6% | +31.5% |
| YTD | +31.3% | -10.6% | +41.9% | +31.5% |
| 1Y | +55.3% | -4.4% | +59.8% | +54.2% |
| 3Y | +136.8% | +118.3% | +18.4% | +109.4% |
| 5Y | -2.2% | +12.2% | -14.4% | -10.3% |
| 10Y | +34.0% | +33.7% | +0.3% | +12.8% |
| All | -16.9% | +126.7% | -143.6% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling