+106.9%
SPG vs GAP
+9.4%
+97.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | 0.0% | +1.7% | -1.7% | -0.3% |
| 30D | -4.9% | +9.3% | -14.3% | -7.0% |
| 3M | +3.3% | +6.1% | -2.8% | +1.6% |
| 6M | +11.2% | -2.3% | +13.5% | +10.4% |
| YTD | +17.1% | -10.6% | +27.6% | +17.9% |
| 1Y | +21.6% | -4.4% | +26.0% | +20.1% |
| 3Y | +111.9% | +118.3% | -6.4% | +56.9% |
| 5Y | +106.9% | +12.2% | +94.7% | +62.5% |
| All | +106.9% | +9.4% | +97.5% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling