+59.8%
SAP vs GAP
+118.2%
-58.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -2.9% | -4.5% | +1.6% | -2.6% |
| 30D | +9.0% | +9.0% | 0.0% | +8.2% |
| 3M | +14.9% | +5.0% | +9.9% | +14.3% |
| 6M | +11.9% | -17.8% | +29.7% | +12.9% |
| YTD | -9.9% | -10.4% | +0.5% | -9.9% |
| 1Y | -19.5% | -3.4% | -16.2% | -20.2% |
| All | +59.8% | +118.2% | -58.4% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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