+25.4%
ED vs GAP
-5.7%
+31.1%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +0.8% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | +12.4% | -5.4% | +17.8% | +12.3% |
| 3M | +13.1% | +2.9% | +10.2% | +13.2% |
| 6M | +14.1% | -4.4% | +18.5% | +14.1% |
| YTD | +23.1% | -11.6% | +34.6% | +22.2% |
| 1Y | +25.4% | -6.0% | +31.5% | +24.3% |
| All | +25.4% | -5.7% | +31.1% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling