+47.7%
XYZ vs GAP
+118.2%
-70.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -1.0% | -4.5% | +3.5% | +0.2% |
| 30D | -1.7% | +9.0% | -10.8% | -4.3% |
| 3M | +16.7% | +5.0% | +11.7% | +14.7% |
| 6M | +26.9% | -17.8% | +44.7% | +31.4% |
| YTD | +27.1% | -10.4% | +37.5% | +28.5% |
| 1Y | +9.3% | -3.4% | +12.6% | +7.7% |
| All | +47.7% | +118.2% | -70.5% | +7.9% |
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