+185.2%
SITM vs GAP
+8.7%
+176.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.7% | +4.5% |
| 7D | +3.9% | -4.1% | +8.0% | +5.4% |
| 30D | -6.6% | +6.2% | -12.8% | -9.5% |
| 3M | -11.9% | -0.7% | -11.2% | -13.2% |
| 6M | +81.1% | -7.1% | +88.3% | +80.7% |
| YTD | +80.0% | -14.1% | +94.0% | +83.2% |
| 1Y | +145.8% | -8.5% | +154.3% | +141.3% |
| 3Y | +475.9% | +115.4% | +360.5% | +252.2% |
| All | +185.2% | +8.7% | +176.5% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling