+5,961.7%
SPG vs GAP
+587.7%
+5,374.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | +5.6% | -0.1% | +5.7% | +5.5% |
| 30D | +17.6% | -5.4% | +23.0% | +19.1% |
| 3M | +7.5% | +2.9% | +4.6% | +5.8% |
| 6M | +18.5% | -4.4% | +23.0% | +18.0% |
| YTD | +30.9% | -11.6% | +42.5% | +31.8% |
| 1Y | +34.1% | -6.0% | +40.2% | +32.5% |
| 3Y | +135.5% | +78.0% | +57.5% | +78.5% |
| 5Y | +86.5% | +8.5% | +78.0% | +51.7% |
| 10Y | +116.1% | +8.6% | +107.5% | +55.1% |
| All | +5,961.7% | +587.7% | +5,374.1% | +3,169.7% |
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 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