-1.1%
GAP vs SSNC
+184.6%
-185.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -1.0% |
| 7D | -1.9% | +2.3% | -4.2% | -3.4% |
| 30D | -7.1% | -3.1% | -3.9% | -5.3% |
| 3M | +4.1% | -2.7% | +6.8% | +5.5% |
| 6M | +1.9% | +23.7% | -21.8% | -13.8% |
| YTD | -15.2% | -8.0% | -7.2% | -12.6% |
| 1Y | -10.6% | -4.7% | -5.9% | -10.3% |
| 3Y | +74.6% | +58.0% | +16.6% | +20.4% |
| 5Y | +3.7% | +8.0% | -4.3% | -6.8% |
| All | -1.1% | +184.6% | -185.7% | -37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling