+44.4%
SITM vs GAP
+10.4%
+34.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +8.0% | -17.4% | -9.5% |
| 7D | -19.5% | +8.0% | -27.5% | -19.6% |
| 30D | -43.2% | +2.7% | -45.9% | -43.1% |
| 3M | -30.8% | +16.0% | -46.9% | -31.1% |
| 6M | -28.6% | +2.0% | -30.6% | -27.8% |
| YTD | +14.2% | -4.4% | +18.6% | +18.4% |
| 1Y | +44.4% | +9.2% | +35.2% | +54.2% |
| All | +44.4% | +10.4% | +34.0% | +54.2% |
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 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