-78.0%
SE vs GAP
+5.0%
-83.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.3% | +1.3% |
| 7D | +2.0% | -3.8% | +5.8% | +3.1% |
| 30D | -20.0% | -9.0% | -11.0% | -17.9% |
| 3M | -31.8% | +5.5% | -37.2% | -33.3% |
| 6M | -15.9% | -11.1% | -4.8% | -14.3% |
| YTD | -40.6% | -13.6% | -27.1% | -39.5% |
| 1Y | -50.7% | -2.9% | -47.8% | -51.7% |
| 3Y | +70.3% | +69.6% | +0.7% | +16.6% |
| All | -78.0% | +5.0% | -83.0% | -86.0% |
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