-53.2%
S vs GAP
-16.2%
-37.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -7.7% | -4.5% | -3.2% | -6.6% |
| 30D | -5.3% | +9.0% | -14.4% | -8.0% |
| 3M | +20.3% | +5.0% | +15.3% | +17.7% |
| 6M | +47.4% | -17.8% | +65.2% | +52.2% |
| YTD | +32.5% | -10.4% | +42.9% | +33.4% |
| 1Y | +9.5% | -3.4% | +12.9% | +7.2% |
| 3Y | +15.5% | +111.5% | -96.0% | -26.1% |
| 5Y | -71.2% | +8.8% | -80.0% | -80.2% |
| All | -53.2% | -16.2% | -37.0% | -67.4% |
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