+614.2%
TEAM vs GAP
+17.6%
+596.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -2.4% | -1.9% | -0.5% | -2.1% |
| 30D | -26.7% | -7.1% | -19.7% | -25.9% |
| 3M | -9.6% | +4.1% | -13.7% | -10.5% |
| 6M | +86.0% | +1.9% | +84.1% | +83.5% |
| YTD | -7.5% | -15.2% | +7.7% | -6.8% |
| 1Y | -1.4% | -10.6% | +9.3% | -1.6% |
| 3Y | -14.3% | +74.6% | -88.9% | -26.1% |
| 5Y | -66.3% | +3.7% | -70.0% | -70.9% |
| 10Y | +445.6% | +2.4% | +443.2% | +338.8% |
| All | +614.2% | +17.6% | +596.6% | +460.2% |
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 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