+6,268.1%
SO vs GAP
+2,175.1%
+4,093.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.1% | -0.8% |
| 7D | -1.5% | -3.8% | +2.3% | -1.2% |
| 30D | +8.1% | -9.0% | +17.1% | +8.7% |
| 3M | +0.2% | +5.5% | -5.2% | -0.4% |
| 6M | +0.4% | -11.1% | +11.5% | +0.8% |
| YTD | +8.5% | -13.6% | +22.1% | +8.8% |
| 1Y | +4.9% | -2.9% | +7.8% | +4.3% |
| 3Y | +47.9% | +69.6% | -21.7% | +37.1% |
| 5Y | +75.7% | +5.4% | +70.3% | +65.0% |
| 10Y | +178.0% | +17.8% | +160.2% | +141.1% |
| All | +6,268.1% | +2,175.1% | +4,093.0% | +3,757.1% |
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