-14.6%
TEAM vs GAP
+113.8%
-128.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.2% | -6.7% | -6.9% |
| 7D | -5.7% | +1.7% | -7.4% | -5.8% |
| 30D | +18.3% | +9.3% | +9.0% | +17.1% |
| 3M | +80.2% | +6.1% | +74.1% | +78.7% |
| 6M | +111.0% | -2.3% | +113.3% | +108.9% |
| YTD | +8.8% | -10.6% | +19.4% | +8.7% |
| 1Y | +2.2% | -4.4% | +6.6% | +0.7% |
| 3Y | -14.6% | +118.3% | -132.9% | -21.0% |
| All | -14.6% | +113.8% | -128.4% | -21.0% |
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