+176.5%
GAP vs SNY
+241.5%
-65.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -6.3% | -3.6% | -2.7% | -5.0% |
| 30D | -0.2% | -1.9% | +1.7% | +0.4% |
| 3M | 0.0% | -2.0% | +2.0% | +0.5% |
| 6M | -8.1% | +2.5% | -10.7% | -9.1% |
| YTD | -16.5% | -7.0% | -9.5% | -14.4% |
| 1Y | -10.5% | -4.4% | -6.1% | -9.3% |
| 3Y | +104.0% | -8.4% | +112.4% | +104.1% |
| 5Y | +6.8% | +9.5% | -2.8% | -2.3% |
| 10Y | +26.9% | +64.3% | -37.4% | -2.6% |
| All | +176.5% | +241.5% | -65.1% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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