+62,786.1%
SU vs GAP
+2,145.7%
+60,640.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.2% | +2.5% |
| 7D | +1.6% | -3.2% | +4.7% | +2.1% |
| 30D | +10.7% | -0.7% | +11.4% | +10.4% |
| 3M | +13.5% | -0.5% | +14.0% | +12.8% |
| 6M | +21.8% | -5.0% | +26.8% | +21.0% |
| YTD | +58.8% | -14.7% | +73.5% | +60.1% |
| 1Y | +72.0% | -8.6% | +80.7% | +70.2% |
| 3Y | +121.7% | +108.4% | +13.4% | +75.0% |
| 5Y | +350.4% | +5.8% | +344.6% | +285.0% |
| 10Y | +264.7% | +29.6% | +235.0% | +171.0% |
| All | +62,786.1% | +2,145.7% | +60,640.3% | +16,849.2% |
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