+381.4%
EAT vs GAP
+28.3%
+353.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.3% | -1.3% |
| 7D | -6.8% | -3.2% | -3.6% | -5.5% |
| 30D | -5.4% | -0.7% | -4.7% | -6.0% |
| 3M | +42.8% | -0.5% | +43.2% | +41.2% |
| 6M | +56.5% | -5.0% | +61.5% | +56.0% |
| YTD | +50.0% | -14.7% | +64.7% | +55.2% |
| 1Y | +38.3% | -8.6% | +46.9% | +37.6% |
| 3Y | +591.6% | +108.4% | +483.3% | +285.2% |
| 5Y | +312.6% | +5.8% | +306.9% | +192.3% |
| 10Y | +381.4% | +29.6% | +351.8% | +128.1% |
| All | +381.4% | +28.3% | +353.2% | +128.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling