+44.0%
EAT vs GAP
+1.5%
+42.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | 0.0% | -4.5% | +4.5% | +1.2% |
| 30D | +1.9% | +9.0% | -7.2% | -1.0% |
| 3M | +68.7% | +5.0% | +63.7% | +65.2% |
| 6M | +66.9% | -17.8% | +84.7% | +74.0% |
| YTD | +60.4% | -10.4% | +70.8% | +61.5% |
| 1Y | +44.0% | -3.4% | +47.4% | +41.9% |
| All | +44.0% | +1.5% | +42.5% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling