+164.6%
GM vs SAP
+56.3%
+108.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.2% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | -4.6% | +0.3% | -4.9% | -4.6% |
| 3M | +0.2% | +16.9% | -16.7% | -2.1% |
| 6M | +12.6% | +6.3% | +6.3% | +11.4% |
| YTD | +3.7% | -12.4% | +16.1% | +5.6% |
| 1Y | +45.6% | -21.6% | +67.3% | +51.7% |
| All | +164.6% | +56.3% | +108.4% | +142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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