+86.4%
U vs GAP
+77.2%
+9.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.8% |
| 7D | +24.4% | -0.1% | +24.4% | +23.9% |
| 30D | +7.4% | -5.4% | +12.8% | +8.4% |
| 3M | +16.8% | +2.9% | +13.9% | +14.7% |
| 6M | +78.8% | -4.4% | +83.2% | +77.7% |
| YTD | +14.0% | -11.6% | +25.6% | +14.5% |
| 1Y | +16.7% | -6.0% | +22.8% | +14.9% |
| 3Y | +86.4% | +78.0% | +8.4% | +61.3% |
| All | +86.4% | +77.2% | +9.2% | +61.3% |
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