+15.7%
RF vs GAP
+1.5%
+14.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +1.3% | -4.5% | +5.8% | +2.2% |
| 30D | -3.6% | +9.0% | -12.7% | -5.5% |
| 3M | +8.1% | +5.0% | +3.1% | +6.6% |
| 6M | +11.5% | -17.8% | +29.3% | +15.4% |
| YTD | +15.6% | -10.4% | +26.0% | +16.8% |
| 1Y | +15.7% | -3.4% | +19.1% | +10.6% |
| All | +15.7% | +1.5% | +14.2% | +10.6% |
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 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