+561.6%
SPYG vs GAP
+103.6%
+458.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +1.2% | +1.7% | -0.5% | +0.8% |
| 30D | -1.6% | +9.3% | -10.9% | -3.6% |
| 3M | +3.4% | +6.1% | -2.7% | +1.6% |
| 6M | +18.9% | -2.3% | +21.2% | +18.0% |
| YTD | +13.8% | -10.6% | +24.4% | +14.3% |
| 1Y | +20.6% | -4.4% | +25.0% | +18.9% |
| 3Y | +100.5% | +118.3% | -17.8% | +54.9% |
| 5Y | +84.6% | +12.2% | +72.4% | +55.5% |
| 10Y | +410.8% | +33.7% | +377.1% | +248.1% |
| All | +561.6% | +103.6% | +458.0% | +224.2% |
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