+29.9%
TPR vs GAP
-4.6%
+34.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.0% | +1.5% |
| 7D | +12.7% | 0.0% | +12.6% | +12.2% |
| 30D | +17.1% | -4.3% | +21.4% | +18.1% |
| 3M | -15.9% | +9.4% | -25.3% | -18.9% |
| 6M | +2.6% | -3.3% | +5.9% | +1.5% |
| YTD | +7.5% | -10.5% | +18.0% | +8.8% |
| All | +29.9% | -4.6% | +34.5% | +27.5% |
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