-33.5%
SGI vs GAP
-9.8%
-23.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.5% |
| 7D | -10.7% | -5.2% | -5.5% | -8.7% |
| 30D | -3.6% | -6.9% | +3.3% | -0.7% |
| 3M | -5.4% | +5.7% | -11.1% | -8.0% |
| 6M | -7.0% | +0.9% | -8.0% | -10.0% |
| YTD | -31.6% | -14.5% | -17.1% | -28.6% |
| 1Y | -33.5% | -12.1% | -21.4% | -31.7% |
| All | -33.5% | -9.8% | -23.7% | -31.7% |
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