-48.8%
SE vs GAP
+10.4%
-59.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +8.0% | -3.5% | +2.9% |
| 7D | +6.7% | +8.0% | -1.3% | +5.1% |
| 30D | -17.2% | +2.7% | -19.9% | -17.7% |
| 3M | -28.0% | +16.0% | -44.1% | -30.2% |
| 6M | -6.1% | +2.0% | -8.1% | -7.1% |
| YTD | -37.1% | -4.4% | -32.7% | -36.6% |
| 1Y | -48.8% | +9.2% | -58.0% | -49.7% |
| All | -48.8% | +10.4% | -59.2% | -49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling