+265.2%
SU vs GAP
+31.2%
+233.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.7% |
| 7D | +2.2% | -4.1% | +6.3% | +3.0% |
| 30D | +8.4% | +6.2% | +2.2% | +6.7% |
| 3M | +12.1% | -0.7% | +12.8% | +11.5% |
| 6M | +19.7% | -7.1% | +26.8% | +19.3% |
| YTD | +58.4% | -14.1% | +72.5% | +59.5% |
| 1Y | +67.2% | -8.5% | +75.7% | +65.1% |
| 3Y | +125.0% | +115.4% | +9.7% | +68.0% |
| 5Y | +355.1% | +9.8% | +345.2% | +275.2% |
| All | +265.2% | +31.2% | +233.9% | +147.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling