-18.9%
SGI vs GAP
+1.5%
-20.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +8.5% | -4.5% | +13.0% | +10.1% |
| 30D | +0.7% | +9.0% | -8.4% | -2.7% |
| 3M | +0.6% | +5.0% | -4.4% | -1.6% |
| 6M | -17.9% | -17.8% | -0.1% | -14.6% |
| YTD | -21.2% | -10.4% | -10.8% | -19.1% |
| 1Y | -18.9% | -3.4% | -15.5% | -17.0% |
| All | -18.9% | +1.5% | -20.4% | -17.0% |
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 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