+29.6%
GAP vs SFM
+280.6%
-250.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.9% | -0.6% | -3.8% |
| 7D | -3.2% | -7.2% | +4.0% | -1.8% |
| 30D | -0.7% | -14.3% | +13.6% | +2.1% |
| 3M | -0.5% | -13.7% | +13.3% | +2.0% |
| 6M | -5.0% | -6.0% | +1.0% | -4.7% |
| YTD | -14.7% | -8.2% | -6.4% | -14.5% |
| 1Y | -8.6% | -46.2% | +37.6% | +1.2% |
| 3Y | +108.4% | +83.6% | +24.8% | +73.8% |
| 5Y | +5.8% | +212.7% | -206.9% | -23.5% |
| 10Y | +29.6% | +273.0% | -243.4% | -13.0% |
| All | +29.6% | +280.6% | -250.9% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SFM 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling