+1,514.2%
RF vs GAP
+2,258.2%
-744.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +1.3% | -4.5% | +5.8% | +2.6% |
| 30D | -3.6% | +9.0% | -12.7% | -6.4% |
| 3M | +8.1% | +5.0% | +3.1% | +5.8% |
| 6M | +11.5% | -17.8% | +29.3% | +15.6% |
| YTD | +15.6% | -10.4% | +26.0% | +16.7% |
| 1Y | +15.7% | -3.4% | +19.1% | +13.6% |
| 3Y | +86.9% | +111.5% | -24.6% | +32.9% |
| 5Y | +89.8% | +8.8% | +81.0% | +53.5% |
| 10Y | +344.7% | +32.9% | +311.8% | +197.5% |
| All | +1,514.2% | +2,258.2% | -744.0% | +550.2% |
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