+14,712.9%
SPGI vs GAP
+2,254.5%
+12,458.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +0.1% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | +15.5% | -4.3% | +19.8% | +16.3% |
| 3M | +15.7% | +9.4% | +6.3% | +13.4% |
| 6M | +19.1% | -3.3% | +22.4% | +18.6% |
| YTD | -4.1% | -10.5% | +6.5% | -3.8% |
| 1Y | +1.2% | -2.4% | +3.6% | -0.3% |
| 3Y | +31.6% | +80.1% | -48.5% | +9.1% |
| 5Y | +12.4% | +6.5% | +6.0% | -2.5% |
| 10Y | +334.3% | +14.6% | +319.7% | +223.3% |
| All | +14,712.9% | +2,254.5% | +12,458.3% | +6,213.0% |
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 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