+33.7%
GAP vs SM
+12.3%
+21.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -0.9% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | +9.3% | +31.5% | -22.2% | +3.4% |
| 3M | +6.1% | +17.3% | -11.2% | +1.7% |
| 6M | -2.3% | +48.5% | -50.8% | -11.9% |
| YTD | -10.6% | +106.3% | -116.9% | -25.0% |
| 1Y | -4.4% | +47.3% | -51.7% | -14.7% |
| 3Y | +118.3% | -1.4% | +119.7% | +107.2% |
| 5Y | +12.2% | +114.0% | -101.8% | -11.2% |
| 10Y | +33.7% | +12.5% | +21.2% | -32.0% |
| All | +33.7% | +12.3% | +21.4% | -32.0% |
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