+162.0%
SO vs GAP
+28.3%
+133.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.8% | -0.4% |
| 7D | 0.0% | -3.2% | +3.2% | +0.3% |
| 30D | -2.5% | -0.7% | -1.8% | -2.5% |
| 3M | -4.2% | -0.5% | -3.7% | -4.3% |
| 6M | -7.7% | -5.0% | -2.7% | -7.7% |
| YTD | +3.8% | -14.7% | +18.5% | +4.3% |
| 1Y | +0.1% | -8.6% | +8.7% | -0.2% |
| 3Y | +44.2% | +108.4% | -64.2% | +28.5% |
| 5Y | +57.9% | +5.8% | +52.1% | +46.9% |
| 10Y | +162.0% | +29.6% | +132.3% | +97.3% |
| All | +162.0% | +28.3% | +133.7% | +97.3% |
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 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