+9.3%
GAP vs SARO
-21.9%
+31.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.5% | -4.2% |
| 7D | -3.2% | +0.6% | -3.8% | -3.3% |
| 30D | -0.7% | -14.5% | +13.8% | +4.2% |
| 3M | -0.5% | -5.3% | +4.8% | +0.5% |
| 6M | -5.0% | -15.3% | +10.3% | -1.2% |
| YTD | -14.7% | -15.6% | +0.9% | -11.3% |
| 1Y | -8.6% | -9.1% | +0.4% | -8.0% |
| All | +9.3% | -21.9% | +31.1% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling