+811.4%
SPYM vs GAP
+106.1%
+705.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +2.6% | -1.9% | +4.5% | +2.9% |
| 30D | -2.0% | -7.1% | +5.1% | -0.8% |
| 3M | -2.8% | +4.1% | -6.9% | -4.0% |
| 6M | +2.2% | +1.9% | +0.2% | +0.7% |
| YTD | +11.5% | -15.2% | +26.7% | +12.9% |
| 1Y | +13.5% | -10.6% | +24.1% | +13.5% |
| 3Y | +78.0% | +74.6% | +3.5% | +47.5% |
| 5Y | +73.1% | +3.7% | +69.5% | +50.5% |
| 10Y | +310.9% | +2.4% | +308.4% | +209.6% |
| All | +811.4% | +106.1% | +705.3% | +389.1% |
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