-1.1%
GAP vs SM
+18.0%
-19.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.9% | +9.4% | -11.3% | -3.7% |
| 30D | -7.1% | -14.4% | +7.3% | -5.0% |
| 3M | +4.1% | +1.6% | +2.6% | +2.2% |
| 6M | +1.9% | +6.3% | -4.4% | -2.0% |
| YTD | -15.2% | +78.8% | -94.0% | -27.9% |
| 1Y | -10.6% | +83.1% | -93.8% | -24.5% |
| 3Y | +74.6% | -5.9% | +80.5% | +65.4% |
| 5Y | +3.7% | +4.8% | -1.2% | -7.3% |
| All | -1.1% | +18.0% | -19.1% | -50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling