-0.3%
SPOT vs GAP
+10.4%
-10.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.0% | -3.4% | +3.4% |
| 7D | +16.6% | +8.0% | +8.6% | +15.2% |
| 30D | +29.9% | +2.7% | +27.3% | +29.2% |
| 3M | +31.3% | +16.0% | +15.2% | +28.1% |
| 6M | +43.2% | +2.0% | +41.2% | +41.6% |
| YTD | +8.1% | -4.4% | +12.5% | +8.4% |
| 1Y | -0.3% | +9.2% | -9.5% | -1.2% |
| All | -0.3% | +10.4% | -10.7% | -1.2% |
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 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