+7.1%
GAP vs SUI
-26.3%
+33.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.7% | -3.5% |
| 7D | -3.8% | +6.2% | -10.0% | -6.3% |
| 30D | -9.0% | +8.6% | -17.6% | -12.5% |
| 3M | +5.5% | +1.0% | +4.5% | +4.7% |
| 6M | -11.1% | -2.6% | -8.5% | -10.3% |
| YTD | -13.6% | -0.1% | -13.4% | -13.9% |
| 1Y | -2.9% | +0.5% | -3.3% | -3.5% |
| 3Y | +69.6% | +15.3% | +54.4% | +51.9% |
| All | +7.1% | -26.3% | +33.4% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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