+29.7%
Q vs GAP
-4.1%
+33.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.6% | +2.4% |
| 7D | +6.7% | +1.7% | +5.0% | +6.4% |
| 30D | -10.6% | +9.3% | -19.9% | -12.4% |
| 3M | -14.6% | +6.1% | -20.7% | -15.6% |
| 6M | +12.1% | -2.3% | +14.3% | +12.1% |
| YTD | +51.3% | -10.6% | +61.9% | +54.5% |
| All | +29.7% | -4.1% | +33.8% | +26.7% |
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