+4,507.3%
SITM vs GAP
+67.4%
+4,439.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +8.4% | +1.7% | +6.6% | +7.8% |
| 30D | -17.4% | +9.3% | -26.7% | -20.5% |
| 3M | -9.8% | +6.1% | -15.9% | -12.9% |
| 6M | +83.0% | -2.3% | +85.3% | +79.6% |
| YTD | +69.6% | -10.6% | +80.2% | +70.2% |
| 1Y | +144.9% | -4.4% | +149.3% | +138.2% |
| 3Y | +429.9% | +118.3% | +311.5% | +261.3% |
| 5Y | +169.2% | +12.2% | +157.0% | +107.8% |
| All | +4,507.3% | +67.4% | +4,439.9% | +3,233.2% |
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 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