+14,137.6%
ECL vs GAP
+2,180.4%
+11,957.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.9% |
| 7D | -2.3% | -9.3% | +7.1% | -0.7% |
| 30D | +8.3% | -5.5% | +13.8% | +9.2% |
| 3M | +8.4% | +3.5% | +5.0% | +7.4% |
| 6M | +23.3% | +0.7% | +22.6% | +22.2% |
| YTD | +18.2% | -13.4% | +31.6% | +19.6% |
| 1Y | +18.8% | -7.7% | +26.4% | +18.6% |
| 3Y | +78.5% | +74.4% | +4.1% | +50.7% |
| 5Y | +40.1% | +5.3% | +34.7% | +23.1% |
| 10Y | +196.5% | +4.7% | +191.8% | +130.9% |
| All | +14,137.6% | +2,180.4% | +11,957.2% | +5,490.9% |
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