-53.7%
SMR vs GAP
+77.4%
-131.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.1% |
| 7D | -8.3% | -1.9% | -6.4% | -7.7% |
| 30D | -20.1% | -7.1% | -13.0% | -18.5% |
| 3M | -52.7% | +4.1% | -56.8% | -53.7% |
| 6M | -61.0% | +1.9% | -63.0% | -62.1% |
| YTD | -67.1% | -15.2% | -51.9% | -66.3% |
| 1Y | -79.9% | -10.6% | -69.2% | -79.8% |
| 3Y | +101.7% | +74.6% | +27.1% | +62.3% |
| All | -53.7% | +77.4% | -131.1% | -65.6% |
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