+363.5%
SE vs GAP
+6.6%
+356.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.3% |
| 7D | -0.5% | -1.9% | +1.4% | -0.1% |
| 30D | -20.9% | -7.1% | -13.9% | -19.7% |
| 3M | -38.9% | +4.1% | -43.0% | -39.7% |
| 6M | -19.4% | +1.9% | -21.3% | -20.6% |
| YTD | -40.9% | -15.2% | -25.7% | -39.7% |
| 1Y | -46.2% | -10.6% | -35.6% | -45.9% |
| 3Y | +63.7% | +74.6% | -10.9% | +30.2% |
| 5Y | -77.9% | +3.7% | -81.6% | -81.8% |
| All | +363.5% | +6.6% | +356.8% | +244.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling