+1,570.9%
QQQ vs GAP
-11.6%
+1,582.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +0.4% | -4.5% | +4.8% | +1.3% |
| 30D | +0.2% | +9.0% | -8.8% | -2.0% |
| 3M | -2.8% | +5.0% | -7.8% | -4.4% |
| 6M | +18.0% | -17.8% | +35.8% | +21.1% |
| YTD | +17.3% | -10.4% | +27.7% | +17.8% |
| 1Y | +25.6% | -3.4% | +29.0% | +23.5% |
| 3Y | +93.7% | +111.5% | -17.7% | +48.6% |
| 5Y | +94.2% | +8.8% | +85.3% | +63.3% |
| 10Y | +557.9% | +32.9% | +525.0% | +340.3% |
| All | +1,570.9% | -11.6% | +1,582.6% | +783.9% |
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