+199.8%
TER vs GAP
+1.5%
+198.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +5.0% | +5.3% |
| 7D | +0.6% | -4.5% | +5.1% | +1.6% |
| 30D | -8.3% | +9.0% | -17.4% | -10.7% |
| 3M | -12.2% | +5.0% | -17.2% | -13.4% |
| 6M | +17.0% | -17.8% | +34.8% | +25.6% |
| YTD | +84.6% | -10.4% | +95.0% | +92.1% |
| 1Y | +199.8% | -3.4% | +203.2% | +191.7% |
| All | +199.8% | +1.5% | +198.3% | +191.7% |
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