+28.1%
SW vs GAP
+10.4%
+17.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.0% | -3.9% | +1.3% |
| 7D | +12.1% | +8.0% | +4.1% | +9.1% |
| 30D | +6.6% | +2.7% | +3.9% | +5.4% |
| 3M | -6.0% | +16.0% | -22.0% | -11.8% |
| 6M | +21.5% | +2.0% | +19.5% | +17.9% |
| YTD | +20.3% | -4.4% | +24.7% | +19.9% |
| 1Y | +28.1% | +9.2% | +19.0% | +20.8% |
| All | +28.1% | +10.4% | +17.7% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling