+352.5%
EAT vs GAP
+8.0%
+344.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.8% |
| 7D | -5.9% | -0.1% | -5.8% | -5.9% |
| 30D | +0.7% | -5.4% | +6.1% | +2.3% |
| 3M | -14.2% | +2.9% | -17.1% | -15.8% |
| 6M | +40.7% | -4.4% | +45.1% | +39.9% |
| YTD | +36.0% | -11.6% | +47.6% | +37.7% |
| 1Y | +83.1% | -6.0% | +89.1% | +81.5% |
| 3Y | +474.8% | +78.0% | +396.8% | +310.9% |
| All | +352.5% | +8.0% | +344.5% | +196.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling