+16.2%
W vs GAP
-8.8%
+24.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.7% | +2.4% |
| 7D | +5.9% | -3.2% | +9.1% | +7.5% |
| 30D | -3.0% | -0.7% | -2.3% | -3.3% |
| 3M | +40.3% | -0.5% | +40.8% | +39.5% |
| 6M | +32.2% | -5.0% | +37.2% | +31.3% |
| YTD | -0.3% | -14.7% | +14.4% | +3.1% |
| 1Y | +16.2% | -8.6% | +24.8% | +10.1% |
| All | +16.2% | -8.8% | +24.9% | +10.1% |
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