+27.1%
SW vs GAP
+4.3%
+22.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.1% | +0.5% |
| 7D | +4.7% | -2.1% | +6.8% | +5.3% |
| 30D | +5.0% | -5.1% | +10.1% | +6.7% |
| 3M | -7.3% | +9.8% | -17.1% | -11.4% |
| 6M | +15.0% | -3.6% | +18.6% | +13.8% |
| YTD | +18.5% | -9.8% | +28.3% | +20.4% |
| 1Y | +27.1% | -1.5% | +28.6% | +23.9% |
| All | +27.1% | +4.3% | +22.8% | +23.9% |
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