+828.4%
SPYM vs GAP
+117.8%
+710.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +0.1% | -4.5% | +4.6% | +0.9% |
| 30D | +0.1% | +9.0% | -9.0% | -1.8% |
| 3M | +2.0% | +5.0% | -3.0% | +0.7% |
| 6M | +13.1% | -17.8% | +30.9% | +15.7% |
| YTD | +13.6% | -10.4% | +24.0% | +14.1% |
| 1Y | +20.1% | -3.4% | +23.5% | +18.4% |
| 3Y | +77.6% | +111.5% | -33.9% | +41.5% |
| 5Y | +82.5% | +8.8% | +73.7% | +57.2% |
| 10Y | +317.6% | +32.9% | +284.7% | +195.9% |
| All | +828.4% | +117.8% | +710.6% | +394.5% |
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