-3.6%
SMR vs GAP
+87.4%
-91.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +4.4% | -4.5% | +8.9% | +5.7% |
| 30D | +3.4% | +9.0% | -5.6% | 0.0% |
| 3M | -19.2% | +5.0% | -24.2% | -21.2% |
| 6M | -22.6% | -17.8% | -4.8% | -19.7% |
| YTD | -31.5% | -10.4% | -21.2% | -30.8% |
| 1Y | -73.1% | -3.4% | -69.7% | -73.5% |
| 3Y | +55.0% | +111.5% | -56.5% | +20.1% |
| All | -3.6% | +87.4% | -91.0% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling