+9.5%
S vs GAP
+1.5%
+8.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -7.7% | -4.5% | -3.2% | -7.2% |
| 30D | -5.3% | +9.0% | -14.4% | -6.7% |
| 3M | +20.3% | +5.0% | +15.3% | +19.1% |
| 6M | +47.4% | -17.8% | +65.2% | +51.1% |
| YTD | +32.5% | -10.4% | +42.9% | +33.8% |
| 1Y | +9.5% | -3.4% | +12.9% | +7.3% |
| All | +9.5% | +1.5% | +8.0% | +7.3% |
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 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