+113.9%
GAP vs SSNC
+47.5%
+66.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -3.8% |
| 7D | -3.2% | -3.9% | +0.7% | -1.1% |
| 30D | -0.7% | -0.2% | -0.5% | -0.7% |
| 3M | -0.5% | +15.9% | -16.4% | -9.0% |
| 6M | -5.0% | +7.5% | -12.4% | -9.2% |
| YTD | -14.7% | -8.2% | -6.5% | -9.4% |
| 1Y | -8.6% | -9.3% | +0.7% | -2.2% |
| All | +113.9% | +47.5% | +66.3% | +46.9% |
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