+12.4%
SPY vs GAP
-7.7%
+20.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.5% |
| 7D | -0.9% | -9.3% | +8.4% | 0.0% |
| 30D | -2.4% | -5.5% | +3.1% | -1.9% |
| 3M | -1.2% | +3.5% | -4.6% | -1.5% |
| 6M | +3.3% | +0.7% | +2.6% | +2.6% |
| YTD | +12.3% | -13.4% | +25.6% | +13.0% |
| 1Y | +12.4% | -7.7% | +20.1% | +11.9% |
| All | +12.4% | -7.7% | +20.1% | +11.9% |
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 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