+33.8%
SOLS vs GAP
+5.4%
+28.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +4.5% | +1.7% | +2.8% | +4.0% |
| 30D | +6.0% | +9.3% | -3.3% | +3.5% |
| 3M | -19.7% | +6.1% | -25.8% | -21.1% |
| 6M | -10.4% | -2.3% | -8.1% | -11.5% |
| YTD | +33.3% | -10.6% | +43.8% | +33.4% |
| All | +33.8% | +5.4% | +28.3% | +17.6% |
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