+2,207.4%
ED vs GAP
+2,258.2%
-50.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -0.2% | -4.5% | +4.3% | +0.1% |
| 30D | -0.1% | +9.0% | -9.2% | -0.8% |
| 3M | +3.9% | +5.0% | -1.1% | +3.4% |
| 6M | -3.0% | -17.8% | +14.8% | -2.2% |
| YTD | +10.7% | -10.4% | +21.1% | +10.8% |
| 1Y | +13.3% | -3.4% | +16.7% | +12.6% |
| 3Y | +34.5% | +111.5% | -77.0% | +22.6% |
| 5Y | +67.1% | +8.8% | +58.3% | +56.7% |
| 10Y | +103.0% | +32.9% | +70.1% | +74.7% |
| All | +2,207.4% | +2,258.2% | -50.9% | +1,052.5% |
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 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