+27.1%
SW vs GAP
-5.7%
+32.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | +0.5% |
| 7D | +2.3% | -3.8% | +6.1% | +3.6% |
| 30D | +6.8% | -9.0% | +15.8% | +10.1% |
| 3M | -5.2% | +5.5% | -10.6% | -8.2% |
| 6M | +7.4% | -11.1% | +18.5% | +9.7% |
| YTD | +17.4% | -13.6% | +31.0% | +21.0% |
| 1Y | +27.1% | -2.9% | +29.9% | +24.2% |
| All | +27.1% | -5.7% | +32.8% | +24.2% |
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 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