-79.4%
SPXU vs GAP
+103.6%
-183.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +1.2% |
| 7D | +6.4% | -6.3% | +12.7% | +4.3% |
| 30D | +5.9% | -0.2% | +6.2% | +6.2% |
| 3M | -11.7% | 0.0% | -11.7% | -11.0% |
| 6M | -28.7% | -8.1% | -20.6% | -29.2% |
| YTD | -26.4% | -16.5% | -9.9% | -28.3% |
| 1Y | -35.2% | -10.5% | -24.8% | -34.6% |
| All | -79.4% | +103.6% | -183.0% | -72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling