+13,805.6%
ECL vs GAP
+2,175.1%
+11,630.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.5% | -1.0% |
| 7D | -0.8% | -3.8% | +3.0% | -0.1% |
| 30D | +8.1% | -9.0% | +17.1% | +9.8% |
| 3M | +6.4% | +5.5% | +0.9% | +5.0% |
| 6M | +14.8% | -11.1% | +25.8% | +16.1% |
| YTD | +15.5% | -13.6% | +29.0% | +16.8% |
| 1Y | +20.1% | -2.9% | +23.0% | +19.0% |
| 3Y | +77.8% | +69.6% | +8.1% | +50.8% |
| 5Y | +37.9% | +5.4% | +32.5% | +21.1% |
| 10Y | +202.7% | +17.8% | +184.8% | +131.1% |
| All | +13,805.6% | +2,175.1% | +11,630.5% | +5,363.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling