+67.3%
ED vs GAP
+9.4%
+57.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +0.5% | +1.7% | -1.2% | +0.5% |
| 30D | +1.1% | +9.3% | -8.2% | +1.0% |
| 3M | +4.6% | +6.1% | -1.4% | +4.5% |
| 6M | -2.0% | -2.3% | +0.3% | -2.0% |
| YTD | +11.7% | -10.6% | +22.3% | +11.7% |
| 1Y | +15.7% | -4.4% | +20.2% | +15.6% |
| 3Y | +34.4% | +118.3% | -84.0% | +28.0% |
| 5Y | +67.3% | +12.2% | +55.1% | +61.1% |
| All | +67.3% | +9.4% | +57.9% | +61.1% |
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