-2.3%
SW vs GAP
+9.0%
-11.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -5.1% | -4.5% | -0.6% | -4.3% |
| 30D | -4.6% | +9.0% | -13.6% | -6.3% |
| 3M | +9.4% | +5.0% | +4.4% | +8.1% |
| 6M | +3.5% | -17.8% | +21.3% | +6.3% |
| YTD | +22.0% | -10.4% | +32.4% | +23.5% |
| 1Y | +2.2% | -3.4% | +5.6% | +2.0% |
| 3Y | +19.6% | +111.5% | -91.9% | +5.5% |
| All | -2.3% | +9.0% | -11.3% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling