-64.8%
Z vs GAP
+9.0%
-73.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -3.0% | -4.5% | +1.5% | -1.9% |
| 30D | -4.2% | +9.0% | -13.2% | -6.5% |
| 3M | -3.7% | +5.0% | -8.7% | -5.2% |
| 6M | -24.5% | -17.8% | -6.7% | -21.8% |
| YTD | -49.3% | -10.4% | -38.9% | -48.6% |
| 1Y | -58.7% | -3.4% | -55.3% | -59.0% |
| 3Y | -34.1% | +111.5% | -145.6% | -50.0% |
| All | -64.8% | +9.0% | -73.8% | -76.2% |
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