+322.7%
EAT vs GAP
+9.4%
+313.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.1% | -3.3% |
| 7D | -4.9% | +1.7% | -6.6% | -5.4% |
| 30D | -1.2% | +9.3% | -10.5% | -4.4% |
| 3M | +52.2% | +6.1% | +46.2% | +48.4% |
| 6M | +65.0% | -2.3% | +67.3% | +63.6% |
| YTD | +55.0% | -10.6% | +65.6% | +57.0% |
| 1Y | +42.1% | -4.4% | +46.5% | +40.3% |
| 3Y | +614.7% | +118.3% | +496.4% | +367.4% |
| 5Y | +322.7% | +12.2% | +310.5% | +194.8% |
| All | +322.7% | +9.4% | +313.3% | +194.8% |
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