+21.2%
UL vs GAP
+108.0%
-86.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -1.5% |
| 7D | -3.2% | -3.2% | 0.0% | -3.1% |
| 30D | -0.6% | -0.7% | +0.1% | -0.6% |
| 3M | +9.4% | -0.5% | +9.9% | +9.3% |
| 6M | -4.1% | -5.0% | +0.9% | -4.1% |
| YTD | -2.0% | -14.7% | +12.7% | -1.7% |
| 1Y | -9.0% | -8.6% | -0.3% | -8.8% |
| All | +21.2% | +108.0% | -86.8% | +20.0% |
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