+14,784.9%
SPGI vs GAP
+2,227.0%
+12,557.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +1.6% | -0.1% | +1.7% | +1.5% |
| 30D | +16.1% | -5.4% | +21.5% | +17.1% |
| 3M | +15.5% | +2.9% | +12.6% | +14.4% |
| 6M | +19.6% | -4.4% | +24.1% | +19.4% |
| YTD | -3.6% | -11.6% | +8.0% | -3.1% |
| 1Y | +2.2% | -6.0% | +8.3% | +1.4% |
| 3Y | +30.1% | +78.0% | -47.9% | +8.1% |
| 5Y | +14.9% | +8.5% | +6.4% | -0.7% |
| 10Y | +334.0% | +8.6% | +325.4% | +226.5% |
| All | +14,784.9% | +2,227.0% | +12,557.9% | +6,256.5% |
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 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