+6,358.4%
SO vs GAP
+2,227.0%
+4,131.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | +8.7% | -5.4% | +14.1% | +9.0% |
| 3M | +3.4% | +2.9% | +0.5% | +2.9% |
| 6M | +3.7% | -4.4% | +8.1% | +3.6% |
| YTD | +10.0% | -11.6% | +21.6% | +10.2% |
| 1Y | +6.6% | -6.0% | +12.6% | +6.2% |
| 3Y | +52.5% | +78.0% | -25.5% | +40.9% |
| 5Y | +76.1% | +8.5% | +67.6% | +65.0% |
| 10Y | +194.9% | +8.6% | +186.3% | +157.1% |
| All | +6,358.4% | +2,227.0% | +4,131.4% | +3,805.6% |
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