+743.1%
SW vs GAP
+124.7%
+618.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.0% | -3.9% | +3.3% |
| 7D | +12.1% | +8.0% | +4.1% | +11.2% |
| 30D | +6.6% | +2.7% | +3.9% | +6.3% |
| 3M | -6.0% | +16.0% | -22.0% | -7.5% |
| 6M | +21.5% | +2.0% | +19.5% | +20.8% |
| YTD | +20.3% | -4.4% | +24.7% | +20.3% |
| 1Y | +28.1% | +9.2% | +19.0% | +26.7% |
| 3Y | +51.6% | +84.7% | -33.1% | +43.0% |
| 5Y | -0.1% | +17.9% | -18.1% | -5.7% |
| 10Y | +189.7% | +30.3% | +159.5% | +158.2% |
| All | +743.1% | +124.7% | +618.4% | +672.9% |
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 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