+239.5%
GM vs SAP
+513.0%
-273.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | -0.2% | +0.6% | -0.8% | -0.4% |
| 30D | +3.6% | +6.5% | -3.0% | +0.6% |
| 3M | -0.2% | +12.2% | -12.5% | -5.4% |
| 6M | +13.9% | +46.1% | -32.1% | -5.5% |
| YTD | +6.5% | -1.6% | +8.1% | +3.8% |
| 1Y | +20.7% | -5.1% | +25.8% | +19.8% |
| 3Y | +229.5% | +68.4% | +161.1% | +133.4% |
| 5Y | +41.5% | +79.4% | -37.9% | -5.5% |
| 10Y | +204.8% | +230.5% | -25.7% | +38.1% |
| All | +239.5% | +513.0% | -273.5% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling