+4,267.1%
SYY vs GAP
+2,258.2%
+2,008.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -2.3% | -4.5% | +2.2% | -1.5% |
| 30D | -4.9% | +9.0% | -14.0% | -6.7% |
| 3M | +8.4% | +5.0% | +3.4% | +6.9% |
| 6M | -7.4% | -17.8% | +10.5% | -5.1% |
| YTD | +11.0% | -10.4% | +21.4% | +11.7% |
| 1Y | -0.2% | -3.4% | +3.2% | -1.5% |
| 3Y | +23.8% | +111.5% | -87.7% | -1.4% |
| 5Y | +18.1% | +8.8% | +9.3% | +1.5% |
| 10Y | +94.6% | +32.9% | +61.7% | +45.7% |
| All | +4,267.1% | +2,258.2% | +2,008.9% | +1,200.6% |
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