+21.7%
SPYG vs GAP
+1.5%
+20.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +0.4% | -4.5% | +4.8% | +0.7% |
| 30D | -0.4% | +9.0% | -9.5% | -1.3% |
| 3M | +0.5% | +5.0% | -4.5% | +0.1% |
| 6M | +17.5% | -17.8% | +35.3% | +19.3% |
| YTD | +14.3% | -10.4% | +24.7% | +14.8% |
| 1Y | +21.7% | -3.4% | +25.1% | +18.3% |
| All | +21.7% | +1.5% | +20.2% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling