+7.1%
GAP vs SM
-11.5%
+18.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.4% |
| 7D | -3.8% | -25.9% | +22.1% | +2.4% |
| 30D | -9.0% | -15.1% | +6.1% | -6.5% |
| 3M | +5.5% | +4.9% | +0.6% | +1.7% |
| 6M | -11.1% | +6.1% | -17.2% | -16.1% |
| YTD | -13.6% | +63.4% | -77.0% | -30.6% |
| 1Y | -2.9% | +72.5% | -75.3% | -23.8% |
| 3Y | +69.6% | -16.9% | +86.5% | +61.3% |
| All | +7.1% | -11.5% | +18.7% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling