+72.6%
XYZ vs GAP
+67.6%
+5.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.9% | +2.8% |
| 7D | +12.1% | -3.8% | +15.9% | +13.4% |
| 30D | +12.4% | -9.0% | +21.4% | +15.3% |
| 3M | +8.2% | +5.5% | +2.7% | +6.3% |
| 6M | +20.7% | -11.1% | +31.8% | +22.9% |
| YTD | +31.3% | -13.6% | +44.9% | +34.0% |
| 1Y | +20.5% | -2.9% | +23.4% | +18.9% |
| 3Y | +72.6% | +69.6% | +3.0% | +50.7% |
| All | +72.6% | +67.6% | +5.1% | +50.7% |
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