+110.7%
ED vs GAP
+28.3%
+82.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.8% | -0.5% |
| 7D | -0.2% | -3.2% | +3.0% | 0.0% |
| 30D | +1.9% | -0.7% | +2.6% | +1.9% |
| 3M | +1.9% | -0.5% | +2.3% | +1.8% |
| 6M | -2.3% | -5.0% | +2.7% | -2.3% |
| YTD | +10.9% | -14.7% | +25.6% | +11.2% |
| 1Y | +14.5% | -8.6% | +23.2% | +14.3% |
| 3Y | +33.4% | +108.4% | -75.0% | +24.1% |
| 5Y | +67.3% | +5.8% | +61.5% | +59.7% |
| 10Y | +110.7% | +29.6% | +81.0% | +74.5% |
| All | +110.7% | +28.3% | +82.4% | +74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling