+1,407.5%
RF vs GAP
+2,273.6%
-866.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.6% | +3.5% | -0.5% |
| 7D | -1.6% | -2.1% | +0.5% | -1.1% |
| 30D | +5.0% | -5.1% | +10.1% | +6.4% |
| 3M | -10.0% | +9.8% | -19.7% | -13.2% |
| 6M | +3.3% | -3.6% | +6.9% | +2.4% |
| YTD | +7.9% | -9.8% | +17.7% | +8.3% |
| 1Y | +21.2% | -1.5% | +22.7% | +18.2% |
| 3Y | +105.8% | +74.3% | +31.5% | +55.2% |
| 5Y | +43.7% | +9.9% | +33.8% | +15.6% |
| 10Y | +289.4% | +22.9% | +266.5% | +166.0% |
| All | +1,407.5% | +2,273.6% | -866.1% | +503.3% |
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