+23.6%
SYY vs GAP
+8.7%
+14.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +0.7% |
| 7D | +3.9% | -4.1% | +8.0% | +4.4% |
| 30D | -1.7% | +6.2% | -8.0% | -2.7% |
| 3M | +5.2% | -0.7% | +5.9% | +4.9% |
| 6M | -0.2% | -7.1% | +6.9% | +0.1% |
| YTD | +15.4% | -14.1% | +29.4% | +16.5% |
| 1Y | +5.6% | -8.5% | +14.1% | +5.5% |
| 3Y | +28.9% | +115.4% | -86.5% | +7.0% |
| All | +23.6% | +8.7% | +14.8% | +7.9% |
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 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