-6.0%
GAP vs SM
+64.7%
-70.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -0.9% |
| 7D | -0.1% | -19.5% | +19.4% | -3.4% |
| 30D | -5.4% | -20.2% | +14.8% | -8.6% |
| 3M | +2.9% | -6.5% | +9.4% | +1.7% |
| 6M | -4.4% | +1.6% | -6.0% | -4.5% |
| YTD | -11.6% | +61.2% | -72.8% | -14.9% |
| 1Y | -6.0% | +65.4% | -71.4% | -9.4% |
| All | -6.0% | +64.7% | -70.8% | -9.4% |
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