+4,136.2%
SYY vs GAP
+2,131.7%
+2,004.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.3% |
| 7D | +0.3% | -1.9% | +2.2% | +0.7% |
| 30D | -4.8% | -7.1% | +2.3% | -3.6% |
| 3M | -7.1% | +4.1% | -11.2% | -8.2% |
| 6M | +6.8% | +1.9% | +4.9% | +5.3% |
| YTD | +7.7% | -15.2% | +22.9% | +9.2% |
| 1Y | +5.7% | -10.6% | +16.3% | +6.0% |
| 3Y | +24.6% | +74.6% | -50.0% | +3.0% |
| 5Y | +15.6% | +3.7% | +12.0% | +0.2% |
| 10Y | +87.9% | +2.4% | +85.5% | +46.9% |
| All | +4,136.2% | +2,131.7% | +2,004.5% | +1,171.2% |
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