+1,872.3%
SGI vs GAP
+82.5%
+1,789.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +8.5% | -4.5% | +13.0% | +10.5% |
| 30D | +0.7% | +9.0% | -8.4% | -3.4% |
| 3M | +0.6% | +5.0% | -4.4% | -2.2% |
| 6M | -17.9% | -17.8% | -0.1% | -12.8% |
| YTD | -21.2% | -10.4% | -10.8% | -19.3% |
| 1Y | -18.9% | -3.4% | -15.5% | -20.4% |
| 3Y | +52.6% | +111.5% | -58.8% | -8.8% |
| 5Y | +60.7% | +8.8% | +51.9% | +17.6% |
| 10Y | +278.1% | +32.9% | +245.2% | +90.0% |
| All | +1,872.3% | +82.5% | +1,789.8% | +532.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling