-67.0%
SE vs GAP
+9.4%
-76.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +0.6% | +1.7% | -1.1% | +0.1% |
| 30D | -0.1% | +9.3% | -9.4% | -3.0% |
| 3M | +34.1% | +6.1% | +28.0% | +31.1% |
| 6M | +23.2% | -2.3% | +25.5% | +22.2% |
| YTD | -11.2% | -10.6% | -0.6% | -10.1% |
| 1Y | -40.5% | -4.4% | -36.1% | -41.5% |
| 3Y | +196.3% | +118.3% | +78.0% | +82.2% |
| 5Y | -67.0% | +12.2% | -79.2% | -78.9% |
| All | -67.0% | +9.4% | -76.4% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling