-24.6%
WY vs GAP
+103.6%
-128.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.5% | -2.4% |
| 7D | -3.7% | -6.3% | +2.6% | -2.9% |
| 30D | -11.3% | -0.2% | -11.1% | -11.4% |
| 3M | -8.1% | 0.0% | -8.2% | -8.4% |
| 6M | -7.4% | -8.1% | +0.7% | -7.1% |
| YTD | -4.7% | -16.5% | +11.8% | -3.6% |
| 1Y | -9.2% | -10.5% | +1.3% | -9.2% |
| All | -24.6% | +103.6% | -128.2% | -33.0% |
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