+3.9%
WFC vs GAP
-12.4%
+16.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.5% |
| 7D | +2.5% | -1.9% | +4.4% | +2.8% |
| 30D | +7.0% | -7.1% | +14.1% | +8.1% |
| 3M | -1.8% | +4.1% | -5.9% | -2.8% |
| 6M | +18.4% | +1.9% | +16.5% | +15.6% |
| YTD | -5.6% | -15.2% | +9.6% | -3.0% |
| 1Y | +3.9% | -10.6% | +14.5% | +6.4% |
| All | +3.9% | -12.4% | +16.2% | +6.4% |
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