+155.6%
ECL vs GAP
+28.3%
+127.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.4% | -1.4% |
| 7D | -2.7% | -3.2% | +0.4% | -2.2% |
| 30D | -4.3% | -0.7% | -3.6% | -4.4% |
| 3M | +3.2% | -0.5% | +3.7% | +3.0% |
| 6M | -2.9% | -5.0% | +2.1% | -2.8% |
| YTD | +4.3% | -14.7% | +18.9% | +5.9% |
| 1Y | +1.6% | -8.6% | +10.3% | +1.7% |
| 3Y | +54.3% | +108.4% | -54.1% | +23.7% |
| 5Y | +26.5% | +5.8% | +20.7% | +10.0% |
| 10Y | +155.6% | +29.6% | +125.9% | +70.6% |
| All | +155.6% | +28.3% | +127.3% | +70.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling