-53.1%
Z vs GAP
+2.1%
-55.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.7% |
| 7D | +0.8% | -1.9% | +2.8% | +1.4% |
| 30D | +5.2% | -7.1% | +12.2% | +7.6% |
| 3M | -17.0% | +4.1% | -21.1% | -18.0% |
| 6M | -22.7% | +1.9% | -24.6% | -23.7% |
| YTD | -56.3% | -15.2% | -41.1% | -55.0% |
| 1Y | -57.7% | -10.6% | -47.0% | -57.0% |
| 3Y | -16.5% | +74.6% | -91.1% | -34.4% |
| All | -53.1% | +2.1% | -55.2% | -67.2% |
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