+9.2%
Z vs GAP
-9.0%
+18.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -5.6% | -5.0% | -9.2% |
| 7D | -2.3% | -2.1% | -0.2% | -1.6% |
| 30D | +9.4% | -5.1% | +14.5% | +11.0% |
| 3M | -16.1% | +9.8% | -25.8% | -18.2% |
| 6M | -30.4% | -3.6% | -26.8% | -30.4% |
| YTD | -55.6% | -9.8% | -45.8% | -55.0% |
| 1Y | -58.5% | -1.5% | -57.1% | -58.9% |
| 3Y | -19.6% | +74.3% | -93.9% | -35.6% |
| 5Y | -54.1% | +9.9% | -64.1% | -61.6% |
| 10Y | -12.1% | +22.9% | -35.0% | -44.3% |
| All | +9.2% | -9.0% | +18.2% | -28.1% |
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