+2,233.8%
SAP vs GAP
+705.2%
+1,528.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -2.9% | -4.5% | +1.6% | -2.0% |
| 30D | +9.0% | +9.0% | 0.0% | +6.7% |
| 3M | +14.9% | +5.0% | +9.9% | +13.3% |
| 6M | +11.9% | -17.8% | +29.7% | +14.7% |
| YTD | -9.9% | -10.4% | +0.5% | -9.6% |
| 1Y | -19.5% | -3.4% | -16.2% | -21.0% |
| 3Y | +61.8% | +111.5% | -49.7% | +23.5% |
| 5Y | +56.2% | +8.8% | +47.3% | +30.4% |
| 10Y | +180.6% | +32.9% | +147.7% | +86.7% |
| All | +2,233.8% | +705.2% | +1,528.6% | +788.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling