+7.0%
GAP vs SARO
-23.7%
+30.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.2% | -1.4% |
| 7D | -6.3% | -4.0% | -2.3% | -5.1% |
| 30D | -0.2% | -16.1% | +15.9% | +5.3% |
| 3M | 0.0% | -4.5% | +4.5% | +0.7% |
| 6M | -8.1% | -17.0% | +8.9% | -3.9% |
| YTD | -16.5% | -17.5% | +1.1% | -12.5% |
| 1Y | -10.5% | -12.3% | +1.8% | -8.8% |
| All | +7.0% | -23.7% | +30.7% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded SARO 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling