+31.7%
SPGI vs GAP
+67.6%
-35.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.2% | -0.6% |
| 7D | +0.3% | -3.8% | +4.0% | +0.6% |
| 30D | +18.4% | -9.0% | +27.4% | +19.3% |
| 3M | +15.7% | +5.5% | +10.2% | +15.0% |
| 6M | +17.3% | -11.1% | +28.3% | +17.7% |
| YTD | -4.7% | -13.6% | +8.8% | -4.3% |
| 1Y | +1.8% | -2.9% | +4.7% | +1.2% |
| 3Y | +31.7% | +69.6% | -37.9% | +26.3% |
| All | +31.7% | +67.6% | -35.9% | +26.3% |
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