+163.6%
W vs GAP
-18.8%
+182.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.3% |
| 7D | -4.2% | -4.5% | +0.3% | -2.1% |
| 30D | -7.6% | +9.0% | -16.6% | -11.9% |
| 3M | +37.2% | +5.0% | +32.2% | +33.3% |
| 6M | +26.3% | -17.8% | +44.1% | +35.3% |
| YTD | -1.0% | -10.4% | +9.4% | +1.7% |
| 1Y | +20.1% | -3.4% | +23.5% | +18.7% |
| 3Y | +37.8% | +111.5% | -73.7% | -6.6% |
| 5Y | -63.7% | +8.8% | -72.5% | -69.8% |
| 10Y | +156.3% | +32.9% | +123.4% | +51.3% |
| All | +163.6% | -18.8% | +182.4% | +78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling