+82.6%
SMR vs GAP
+108.0%
-25.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.6% | +1.2% | -1.8% |
| 7D | +13.1% | -3.2% | +16.2% | +14.3% |
| 30D | +17.8% | -0.7% | +18.5% | +17.0% |
| 3M | +8.1% | -0.5% | +8.6% | +6.8% |
| 6M | -11.1% | -5.0% | -6.1% | -11.5% |
| YTD | -23.7% | -14.7% | -9.0% | -21.5% |
| 1Y | -69.4% | -8.6% | -60.8% | -69.6% |
| All | +82.6% | +108.0% | -25.4% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling