+10.0%
GAP vs SARO
-22.5%
+32.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.2% | +2.4% |
| 7D | -4.1% | -3.1% | -1.0% | -3.1% |
| 30D | +6.2% | -12.2% | +18.5% | +10.5% |
| 3M | -0.7% | -7.4% | +6.7% | +1.0% |
| 6M | -7.1% | -15.3% | +8.1% | -3.5% |
| YTD | -14.1% | -16.2% | +2.1% | -10.5% |
| 1Y | -8.5% | -12.1% | +3.6% | -6.7% |
| All | +10.0% | -22.5% | +32.5% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling