+76.6%
GM vs SAP
+55.1%
+21.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.0% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | -4.6% | +0.3% | -4.9% | -4.7% |
| 3M | +0.2% | +16.9% | -16.7% | -5.1% |
| 6M | +12.6% | +6.3% | +6.3% | +9.6% |
| YTD | +3.7% | -12.4% | +16.1% | +7.2% |
| 1Y | +45.6% | -21.6% | +67.3% | +57.4% |
| 3Y | +162.0% | +54.8% | +107.2% | +90.8% |
| All | +76.6% | +55.1% | +21.5% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling