+4,789.7%
SITM vs GAP
+60.9%
+4,728.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.7% | +4.6% |
| 7D | +3.9% | -4.1% | +8.0% | +5.2% |
| 30D | -6.6% | +6.2% | -12.8% | -9.1% |
| 3M | -11.9% | -0.7% | -11.2% | -13.1% |
| 6M | +81.1% | -7.1% | +88.3% | +80.8% |
| YTD | +80.0% | -14.1% | +94.0% | +82.9% |
| 1Y | +145.8% | -8.5% | +154.3% | +142.3% |
| 3Y | +475.9% | +115.4% | +360.5% | +294.0% |
| 5Y | +189.2% | +9.8% | +179.4% | +125.0% |
| All | +4,789.7% | +60.9% | +4,728.8% | +3,481.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling