+262.0%
TER vs GAP
+118.2%
+143.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.4% |
| 7D | +0.6% | -4.5% | +5.1% | +1.7% |
| 30D | -8.3% | +9.0% | -17.3% | -10.8% |
| 3M | -12.2% | +5.0% | -17.2% | -14.2% |
| 6M | +17.1% | -17.8% | +34.9% | +21.8% |
| YTD | +84.7% | -10.4% | +95.1% | +87.4% |
| 1Y | +199.9% | -3.4% | +203.3% | +196.9% |
| All | +262.0% | +118.2% | +143.8% | +219.7% |
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 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