-52.1%
SMR vs GAP
+78.9%
-131.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.3% | -6.5% | -7.5% |
| 7D | +10.3% | -5.2% | +15.5% | +11.8% |
| 30D | -25.7% | -6.9% | -18.8% | -24.3% |
| 3M | -49.7% | +5.7% | -55.5% | -51.0% |
| 6M | -59.8% | +0.9% | -60.7% | -60.8% |
| YTD | -66.0% | -14.5% | -51.5% | -65.3% |
| 1Y | -81.4% | -12.1% | -69.3% | -81.3% |
| 3Y | +130.6% | +72.2% | +58.5% | +85.9% |
| All | -52.1% | +78.9% | -131.0% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling