+2,446.1%
ED vs GAP
+2,254.5%
+191.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.4% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +11.6% | -4.3% | +15.9% | +11.8% |
| 3M | +10.5% | +9.4% | +1.1% | +9.7% |
| 6M | +13.2% | -3.3% | +16.5% | +13.0% |
| YTD | +22.1% | -10.5% | +32.7% | +22.2% |
| 1Y | +24.2% | -2.4% | +26.5% | +23.3% |
| 3Y | +46.9% | +80.1% | -33.2% | +35.7% |
| 5Y | +80.8% | +6.5% | +74.4% | +69.9% |
| 10Y | +134.3% | +14.6% | +119.7% | +104.1% |
| All | +2,446.1% | +2,254.5% | +191.6% | +1,170.7% |
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