-70.2%
SMR vs GAP
-9.4%
-60.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.1% | -3.4% | -5.1% |
| 7D | +4.7% | -6.3% | +11.0% | +6.2% |
| 30D | +3.2% | -0.2% | +3.5% | +2.9% |
| 3M | +9.9% | 0.0% | +9.9% | +8.9% |
| 6M | -15.1% | -8.1% | -7.0% | -14.6% |
| YTD | -27.9% | -16.5% | -11.5% | -25.3% |
| 1Y | -70.2% | -10.5% | -59.8% | -73.7% |
| All | -70.2% | -9.4% | -60.9% | -73.7% |
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 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