-25.7%
GAP vs SFM
+132.6%
-158.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.1% |
| 7D | -4.5% | -0.1% | -4.4% | -4.5% |
| 30D | +9.0% | -4.4% | +13.4% | +9.9% |
| 3M | +5.0% | +1.5% | +3.5% | +4.3% |
| 6M | -17.8% | +6.5% | -24.3% | -19.6% |
| YTD | -10.4% | +2.2% | -12.6% | -12.0% |
| 1Y | -3.4% | -41.9% | +38.5% | +5.2% |
| 3Y | +111.5% | +106.8% | +4.7% | +73.8% |
| 5Y | +8.8% | +231.6% | -222.7% | -21.0% |
| 10Y | +32.9% | +258.4% | -225.5% | -10.0% |
| All | -25.7% | +132.6% | -158.3% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling