-53.6%
Z vs GAP
+10.4%
-64.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +8.0% | +1.4% | +6.6% |
| 7D | +10.2% | +8.0% | +2.2% | +7.3% |
| 30D | +23.7% | +2.7% | +21.0% | +22.5% |
| 3M | -6.6% | +16.0% | -22.6% | -11.5% |
| 6M | -23.0% | +2.0% | -25.0% | -24.9% |
| YTD | -50.3% | -4.4% | -45.9% | -50.9% |
| 1Y | -53.6% | +9.2% | -62.8% | -56.7% |
| All | -53.6% | +10.4% | -64.0% | -56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling