+54.0%
GAP vs SSNC
+1,022.7%
-968.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.7% |
| 3M | +3.5% | -0.2% | +3.6% | +3.1% |
| 6M | +0.7% | +19.4% | -18.7% | -9.3% |
| YTD | -13.4% | -8.1% | -5.2% | -11.2% |
| 1Y | -7.7% | -5.3% | -2.4% | -6.9% |
| 3Y | +74.4% | +56.9% | +17.5% | +35.4% |
| 5Y | +5.3% | +8.0% | -2.7% | -1.6% |
| 10Y | +4.7% | +183.6% | -178.9% | -30.3% |
| All | +54.0% | +1,022.7% | -968.7% | -35.9% |
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 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