-63.2%
SPCH vs GAP
+9.1%
-72.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +8.0% | -15.6% | -7.3% |
| 7D | -13.4% | +8.0% | -21.4% | -13.0% |
| 30D | -39.6% | +2.7% | -42.3% | -39.3% |
| 3M | -1.4% | +16.0% | -17.4% | -2.6% |
| All | -63.2% | +9.1% | -72.3% | -64.7% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling