-39.0%
U vs GAP
+64.0%
-103.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -3.8% | -4.5% | +0.7% | -2.2% |
| 30D | +17.5% | +9.0% | +8.4% | +13.2% |
| 3M | +38.7% | +5.0% | +33.7% | +35.4% |
| 6M | +104.4% | -17.8% | +122.2% | +113.8% |
| YTD | -5.7% | -10.4% | +4.7% | -4.9% |
| 1Y | +3.7% | -3.4% | +7.1% | +1.2% |
| 3Y | +12.3% | +111.5% | -99.2% | -29.0% |
| 5Y | -68.8% | +8.8% | -77.6% | -80.1% |
| All | -39.0% | +64.0% | -103.0% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling