-60.2%
Z vs GAP
-7.7%
-52.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.5% |
| 7D | -13.1% | -9.3% | -3.7% | -9.7% |
| 30D | +5.9% | -5.5% | +11.3% | +8.5% |
| 3M | -13.7% | +3.5% | -17.2% | -14.5% |
| 6M | -27.1% | +0.7% | -27.8% | -28.6% |
| YTD | -56.8% | -13.4% | -43.4% | -55.7% |
| 1Y | -60.2% | -7.7% | -52.6% | -60.7% |
| All | -60.2% | -7.7% | -52.5% | -60.7% |
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