+28.6%
ECL vs GAP
+9.7%
+18.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -2.6% | -4.5% | +1.9% | -2.0% |
| 30D | -2.2% | +9.0% | -11.2% | -3.4% |
| 3M | +10.1% | +5.0% | +5.1% | +9.2% |
| 6M | -5.7% | -17.8% | +12.1% | -4.1% |
| YTD | +7.0% | -10.4% | +17.4% | +7.6% |
| 1Y | +2.7% | -3.4% | +6.0% | +2.0% |
| 3Y | +57.7% | +111.5% | -53.8% | +32.1% |
| All | +28.6% | +9.7% | +18.9% | +8.8% |
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