+533.2%
XYZ vs GAP
+29.1%
+504.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -1.0% | -4.5% | +3.5% | +0.4% |
| 30D | -1.7% | +9.0% | -10.8% | -4.7% |
| 3M | +16.7% | +5.0% | +11.7% | +14.4% |
| 6M | +26.9% | -17.8% | +44.7% | +31.9% |
| YTD | +27.1% | -10.4% | +37.5% | +28.6% |
| 1Y | +9.3% | -3.4% | +12.6% | +7.4% |
| 3Y | +42.3% | +111.5% | -69.2% | +1.4% |
| 5Y | -69.3% | +8.8% | -78.1% | -75.3% |
| 10Y | +586.8% | +32.9% | +553.9% | +329.2% |
| All | +533.2% | +29.1% | +504.1% | +294.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling