+27.5%
SOLS vs GAP
+1.3%
+26.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.9% |
| 7D | -3.5% | -4.1% | +0.6% | -2.3% |
| 30D | -1.0% | +6.2% | -7.2% | -2.4% |
| 3M | -24.1% | -0.7% | -23.4% | -24.1% |
| 6M | -18.0% | -7.1% | -10.9% | -17.8% |
| YTD | +27.1% | -14.1% | +41.1% | +28.6% |
| All | +27.5% | +1.3% | +26.2% | +13.4% |
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 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