-3.4%
GAP vs SSNC
-3.0%
-0.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | -4.5% | +0.6% | -5.1% | -4.6% |
| 30D | +9.0% | +6.0% | +3.0% | +7.3% |
| 3M | +5.0% | +21.0% | -16.0% | -0.4% |
| 6M | -17.8% | +12.1% | -29.9% | -19.6% |
| YTD | -10.4% | -3.2% | -7.2% | -7.5% |
| 1Y | -3.4% | -4.4% | +1.0% | +1.5% |
| All | -3.4% | -3.0% | -0.4% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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