+47.4%
TER vs GAP
-12.4%
+59.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.5% | -5.2% |
| 7D | +14.4% | -1.9% | +16.3% | +14.8% |
| 30D | -30.6% | -7.1% | -23.5% | -29.5% |
| 3M | -39.2% | +4.1% | -43.3% | -39.9% |
| 6M | -31.3% | +1.9% | -33.2% | -32.9% |
| YTD | +29.1% | -15.2% | +44.3% | +37.4% |
| 1Y | +47.4% | -10.6% | +58.1% | +55.1% |
| All | +47.4% | -12.4% | +59.8% | +55.1% |
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