-85.6%
SMR vs GAP
+10.4%
-96.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +8.0% | -12.5% | -5.7% |
| 7D | -9.5% | +8.0% | -17.5% | -10.6% |
| 30D | -33.2% | +2.7% | -35.9% | -33.5% |
| 3M | -45.9% | +16.0% | -62.0% | -47.6% |
| 6M | -57.9% | +2.0% | -59.9% | -58.4% |
| YTD | -63.8% | -4.4% | -59.4% | -63.3% |
| 1Y | -85.6% | +9.2% | -94.8% | -86.1% |
| All | -85.6% | +10.4% | -96.0% | -86.1% |
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