+172.8%
W vs GAP
+78.9%
+93.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.1% | +2.7% |
| 7D | +3.3% | 0.0% | +3.3% | +3.6% |
| 30D | +10.5% | -4.3% | +14.8% | +13.6% |
| 3M | +9.6% | +9.4% | +0.2% | +3.3% |
| 6M | +76.4% | -3.3% | +79.7% | +76.6% |
| YTD | +16.4% | -10.5% | +26.9% | +19.7% |
| 1Y | +9.3% | -2.4% | +11.7% | +7.1% |
| 3Y | +172.8% | +80.1% | +92.7% | +123.0% |
| All | +172.8% | +78.9% | +93.9% | +123.0% |
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