+60.8%
SGI vs GAP
+113.8%
-52.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +9.3% | +1.7% | +7.6% | +8.9% |
| 30D | +6.9% | +9.3% | -2.5% | +4.5% |
| 3M | +2.8% | +6.1% | -3.2% | +1.1% |
| 6M | -12.6% | -2.3% | -10.3% | -12.7% |
| YTD | -21.5% | -10.6% | -10.9% | -20.3% |
| 1Y | -18.8% | -4.4% | -14.3% | -18.8% |
| 3Y | +60.8% | +118.3% | -57.5% | +40.9% |
| All | +60.8% | +113.8% | -52.9% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling