-48.8%
S vs GAP
-19.2%
-29.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.8% | +2.7% |
| 7D | -13.4% | -3.8% | -9.7% | -12.6% |
| 30D | -14.0% | -9.0% | -5.0% | -12.0% |
| 3M | +4.9% | +5.5% | -0.6% | +2.4% |
| 6M | +42.0% | -11.1% | +53.1% | +44.3% |
| YTD | +45.1% | -13.6% | +58.7% | +46.9% |
| 1Y | +33.1% | -2.9% | +35.9% | +29.8% |
| 3Y | +40.6% | +69.6% | -29.0% | -1.1% |
| 5Y | -67.5% | +5.4% | -72.8% | -77.3% |
| All | -48.8% | -19.2% | -29.6% | -64.1% |
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