SphinxRisk

The gap

The difference between what the portfolio earned and what your money earned.

In the demo portfolio -0.2 pts

How it is computed here

The money-weighted annual return minus the time-weighted one, in percentage points.

Worked example

  1. Money-weighted +10.6% − time-weighted +10.8% = -0.2 points a year.
  2. Negative means the timing of the money cost something: more of it was in when the holdings did worse.

Demo portfolio: four invented companies, generated prices, measured by the real engine. Past returns do not predict future ones.

Where it misleads

It is normally negative, for almost everyone, and that is not a personal failing — institutions measure it precisely because it is universal. Over short windows it is mostly luck.

How did it do?