+27.9%
GAP vs SSNC
+173.6%
-145.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +1.7% |
| 7D | -4.1% | -4.0% | -0.1% | -1.4% |
| 30D | +6.2% | +0.5% | +5.7% | +5.7% |
| 3M | -0.7% | +18.9% | -19.6% | -12.6% |
| 6M | -7.1% | +10.8% | -18.0% | -15.0% |
| YTD | -14.1% | -7.1% | -6.9% | -11.5% |
| 1Y | -8.5% | -9.6% | +1.1% | -4.2% |
| 3Y | +115.4% | +51.1% | +64.3% | +54.7% |
| 5Y | +9.8% | +19.7% | -9.8% | -7.5% |
| All | +27.9% | +173.6% | -145.7% | -19.1% |
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