+78.4%
GAP vs SSNC
+57.9%
+20.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.4% |
| 7D | -9.3% | -0.2% | -9.2% | -9.2% |
| 30D | -5.5% | -1.9% | -3.6% | -4.8% |
| 3M | +3.5% | -0.2% | +3.6% | +3.0% |
| 6M | +0.7% | +19.4% | -18.7% | -10.2% |
| YTD | -13.4% | -8.1% | -5.2% | -8.3% |
| 1Y | -7.7% | -5.3% | -2.4% | -4.7% |
| All | +78.4% | +57.9% | +20.5% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling