-100.0%
SPXU vs GAP
+141.1%
-241.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.6% |
| 7D | -1.5% | +1.7% | -3.2% | -0.6% |
| 30D | +3.7% | +9.3% | -5.6% | +8.9% |
| 3M | -9.6% | +6.1% | -15.7% | -6.0% |
| 6M | -32.4% | -2.3% | -30.1% | -31.5% |
| YTD | -28.7% | -10.6% | -18.1% | -30.0% |
| 1Y | -38.2% | -4.4% | -33.8% | -36.1% |
| 3Y | -80.4% | +118.3% | -198.8% | -60.9% |
| 5Y | -86.0% | +12.2% | -98.2% | -74.5% |
| 10Y | -99.5% | +33.7% | -133.2% | -98.0% |
| All | -100.0% | +141.1% | -241.1% | -99.9% |
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 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