+96.6%
USB vs GAP
+85.3%
+11.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.0% | -6.1% | +0.5% |
| 7D | +2.4% | +8.0% | -5.6% | +1.0% |
| 30D | +6.6% | +2.7% | +3.9% | +6.0% |
| 3M | -4.1% | +16.0% | -20.1% | -7.1% |
| 6M | +12.5% | +2.0% | +10.5% | +10.9% |
| YTD | +17.6% | -4.4% | +22.1% | +17.0% |
| 1Y | +36.5% | +9.2% | +27.3% | +32.3% |
| All | +96.6% | +85.3% | +11.4% | +76.9% |
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