+754.5%
GAP vs SM
+1,302.7%
-548.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.3% |
| 7D | -3.8% | -25.9% | +22.1% | +0.7% |
| 30D | -9.0% | -15.1% | +6.1% | -7.1% |
| 3M | +5.5% | +4.9% | +0.6% | +3.4% |
| 6M | -11.1% | +6.1% | -17.2% | -13.9% |
| YTD | -13.6% | +63.4% | -77.0% | -23.3% |
| 1Y | -2.9% | +72.5% | -75.3% | -14.8% |
| 3Y | +69.6% | -16.9% | +86.5% | +66.0% |
| 5Y | +5.4% | -10.6% | +16.0% | -1.3% |
| 10Y | +17.8% | +11.3% | +6.5% | -23.3% |
| All | +754.5% | +1,302.7% | -548.1% | +246.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling