+5,976.4%
SO vs GAP
+2,258.2%
+3,718.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -0.2% | -4.5% | +4.3% | +0.2% |
| 30D | -4.6% | +9.0% | -13.6% | -5.3% |
| 3M | -3.0% | +5.0% | -8.0% | -3.5% |
| 6M | -8.3% | -17.8% | +9.6% | -7.5% |
| YTD | +3.5% | -10.4% | +13.9% | +3.7% |
| 1Y | -0.9% | -3.4% | +2.5% | -1.5% |
| 3Y | +45.4% | +111.5% | -66.1% | +32.4% |
| 5Y | +59.6% | +8.8% | +50.8% | +49.6% |
| 10Y | +156.6% | +32.9% | +123.7% | +120.7% |
| All | +5,976.4% | +2,258.2% | +3,718.1% | +3,575.4% |
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