+784.4%
GAP vs SM
+1,264.2%
-479.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.7% | +6.2% | +3.9% |
| 7D | 0.0% | -22.3% | +22.3% | +3.8% |
| 30D | -4.3% | -21.4% | +17.0% | -1.0% |
| 3M | +9.4% | +1.4% | +8.0% | +7.8% |
| 6M | -3.3% | +0.1% | -3.4% | -5.5% |
| YTD | -10.5% | +59.0% | -69.5% | -20.3% |
| 1Y | -2.4% | +64.3% | -66.7% | -13.7% |
| 3Y | +80.1% | -13.1% | +93.2% | +74.9% |
| 5Y | +6.5% | -13.9% | +20.3% | +0.3% |
| 10Y | +14.6% | +1.7% | +12.9% | -24.4% |
| All | +784.4% | +1,264.2% | -479.8% | +260.2% |
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