+27.4%
WMT vs GAP
+10.4%
+16.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.0% | -4.6% | +2.9% |
| 7D | +8.8% | +8.0% | +0.8% | +8.1% |
| 30D | +22.9% | +2.7% | +20.3% | +22.6% |
| 3M | +16.1% | +16.0% | 0.0% | +14.7% |
| 6M | -0.5% | +2.0% | -2.5% | -0.7% |
| YTD | +16.7% | -4.4% | +21.1% | +16.4% |
| 1Y | +27.4% | +9.2% | +18.2% | +28.6% |
| All | +27.4% | +10.4% | +16.9% | +28.6% |
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