0.0%
W vs GAP
-5.7%
+5.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.6% | -3.1% |
| 7D | +1.1% | -0.1% | +1.2% | +1.6% |
| 30D | +6.4% | -5.4% | +11.8% | +9.8% |
| 3M | +9.0% | +2.9% | +6.1% | +7.3% |
| 6M | +69.8% | -4.4% | +74.2% | +69.2% |
| YTD | +12.1% | -11.6% | +23.6% | +12.7% |
| 1Y | 0.0% | -6.0% | +6.1% | -5.4% |
| All | 0.0% | -5.7% | +5.7% | -5.4% |
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