+1,663.9%
SGI vs GAP
+76.4%
+1,587.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.4% |
| 7D | -10.5% | -9.3% | -1.1% | -6.8% |
| 30D | +0.1% | -5.5% | +5.6% | +2.5% |
| 3M | -4.0% | +3.5% | -7.4% | -6.0% |
| 6M | -5.6% | +0.7% | -6.3% | -7.5% |
| YTD | -29.5% | -13.4% | -16.2% | -27.0% |
| 1Y | -31.5% | -7.7% | -23.9% | -31.2% |
| 3Y | +71.6% | +74.4% | -2.8% | +12.7% |
| 5Y | +50.5% | +5.3% | +45.2% | +12.2% |
| 10Y | +333.9% | +4.7% | +329.2% | +148.2% |
| All | +1,663.9% | +76.4% | +1,587.5% | +471.8% |
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