+109.7%
SPG vs GAP
+118.2%
-8.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -2.4% | -4.5% | +2.1% | -1.8% |
| 30D | -6.8% | +9.0% | -15.9% | -8.2% |
| 3M | +2.7% | +5.0% | -2.3% | +1.6% |
| 6M | +5.5% | -17.8% | +23.3% | +7.5% |
| YTD | +15.7% | -10.4% | +26.1% | +16.4% |
| 1Y | +20.9% | -3.4% | +24.3% | +19.9% |
| All | +109.7% | +118.2% | -8.5% | +82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling