+59.3%
GAP vs SSNC
+1,082.2%
-1,022.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | -4.5% | +0.6% | -5.1% | -4.8% |
| 30D | +9.0% | +6.0% | +3.0% | +5.8% |
| 3M | +5.0% | +21.0% | -16.0% | -5.3% |
| 6M | -17.8% | +12.1% | -29.9% | -23.5% |
| YTD | -10.4% | -3.2% | -7.2% | -10.3% |
| 1Y | -3.4% | -4.4% | +1.0% | -2.8% |
| 3Y | +111.5% | +51.6% | +59.9% | +67.5% |
| 5Y | +8.8% | +21.1% | -12.3% | -3.6% |
| 10Y | +32.9% | +177.7% | -144.8% | -11.8% |
| All | +59.3% | +1,082.2% | -1,022.9% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling