+5.8%
GAP vs SSNC
+15.9%
-10.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -3.6% |
| 7D | -3.2% | -3.9% | +0.7% | -0.6% |
| 30D | -0.7% | -0.2% | -0.5% | -0.7% |
| 3M | -0.5% | +15.9% | -16.4% | -10.9% |
| 6M | -5.0% | +7.5% | -12.4% | -10.9% |
| YTD | -14.7% | -8.2% | -6.5% | -10.3% |
| 1Y | -8.6% | -9.3% | +0.7% | -3.4% |
| 3Y | +108.4% | +48.5% | +59.9% | +45.3% |
| 5Y | +5.8% | +16.0% | -10.2% | -11.6% |
| All | +5.8% | +15.9% | -10.1% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling