+434.4%
SITM vs GAP
+108.0%
+326.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.0% | -0.4% |
| 7D | +3.7% | -3.2% | +6.9% | +4.6% |
| 30D | -14.5% | -0.7% | -13.8% | -14.9% |
| 3M | -10.6% | -0.5% | -10.1% | -11.5% |
| 6M | +65.5% | -5.0% | +70.5% | +64.5% |
| YTD | +67.0% | -14.7% | +81.7% | +70.3% |
| 1Y | +138.6% | -8.6% | +147.2% | +135.9% |
| All | +434.4% | +108.0% | +326.4% | +324.7% |
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