-68.9%
XYZ vs GAP
+9.0%
-77.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -1.0% | -4.5% | +3.5% | +0.7% |
| 30D | -1.7% | +9.0% | -10.8% | -5.4% |
| 3M | +16.7% | +5.0% | +11.7% | +13.8% |
| 6M | +26.9% | -17.8% | +44.7% | +33.0% |
| YTD | +27.1% | -10.4% | +37.5% | +28.7% |
| 1Y | +9.3% | -3.4% | +12.6% | +6.6% |
| 3Y | +42.3% | +111.5% | -69.2% | -15.3% |
| All | -68.9% | +9.0% | -77.8% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling