+2,435.9%
SAP vs GAP
+694.5%
+1,741.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.3% |
| 7D | +1.5% | -0.1% | +1.6% | +1.5% |
| 30D | +8.8% | -5.4% | +14.3% | +9.9% |
| 3M | +12.1% | +2.9% | +9.2% | +10.7% |
| 6M | +34.6% | -4.4% | +39.0% | +34.1% |
| YTD | -2.1% | -11.6% | +9.5% | -1.8% |
| 1Y | -5.5% | -6.0% | +0.5% | -6.7% |
| 3Y | +67.4% | +78.0% | -10.5% | +33.3% |
| 5Y | +74.6% | +8.5% | +66.1% | +45.9% |
| 10Y | +224.0% | +8.6% | +215.4% | +128.3% |
| All | +2,435.9% | +694.5% | +1,741.4% | +865.1% |
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