+47.9%
SO vs GAP
+67.6%
-19.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.1% | -1.0% |
| 7D | -1.5% | -3.8% | +2.3% | -1.4% |
| 30D | +8.1% | -9.0% | +17.1% | +8.1% |
| 3M | +0.2% | +5.5% | -5.2% | +0.2% |
| 6M | +0.4% | -11.1% | +11.5% | +0.5% |
| YTD | +8.5% | -13.6% | +22.1% | +8.6% |
| 1Y | +4.9% | -2.9% | +7.8% | +4.8% |
| 3Y | +47.9% | +69.6% | -21.7% | +44.8% |
| All | +47.9% | +67.6% | -19.6% | +44.8% |
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