+6,495.0%
STT vs GAP
+2,227.0%
+4,268.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | -1.9% | -5.4% | +3.5% | -0.5% |
| 3M | -7.6% | +2.9% | -10.5% | -9.1% |
| 6M | +16.0% | -4.4% | +20.4% | +15.2% |
| YTD | +36.2% | -11.6% | +47.8% | +37.4% |
| 1Y | +46.8% | -6.0% | +52.8% | +45.0% |
| 3Y | +177.8% | +78.0% | +99.8% | +104.8% |
| 5Y | +105.8% | +8.5% | +97.4% | +63.7% |
| 10Y | +197.6% | +8.6% | +188.9% | +99.7% |
| All | +6,495.0% | +2,227.0% | +4,268.0% | +1,223.3% |
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 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