+18.0%
Q vs GAP
+10.4%
+7.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.0% | -8.1% | -1.4% |
| 7D | -3.3% | +8.0% | -11.2% | -4.5% |
| 30D | -9.7% | +2.7% | -12.4% | -10.2% |
| 3M | -16.1% | +16.0% | -32.1% | -18.9% |
| 6M | -15.7% | +2.0% | -17.7% | -16.1% |
| YTD | +45.7% | -4.4% | +50.2% | +46.3% |
| 1Y | +18.0% | +9.2% | +8.8% | +8.7% |
| All | +18.0% | +10.4% | +7.6% | +8.7% |
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