-3.4%
GAP vs SM
+36.8%
-40.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.2% |
| 7D | -4.5% | -0.5% | -4.0% | -4.5% |
| 30D | +9.0% | +25.6% | -16.5% | +10.8% |
| 3M | +5.0% | +8.0% | -3.0% | +5.7% |
| 6M | -17.8% | +50.8% | -68.6% | -18.1% |
| YTD | -10.4% | +97.9% | -108.3% | -13.5% |
| 1Y | -3.4% | +33.8% | -37.2% | -3.5% |
| All | -3.4% | +36.8% | -40.1% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling