+2,463.3%
ED vs GAP
+2,180.4%
+282.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.1% |
| 7D | -0.9% | -9.3% | +8.4% | -0.3% |
| 30D | +11.2% | -5.5% | +16.7% | +11.5% |
| 3M | +11.8% | +3.5% | +8.3% | +11.3% |
| 6M | +14.1% | +0.7% | +13.4% | +13.6% |
| YTD | +23.0% | -13.4% | +36.3% | +23.3% |
| 1Y | +23.7% | -7.7% | +31.3% | +23.3% |
| 3Y | +47.7% | +74.4% | -26.7% | +36.8% |
| 5Y | +82.6% | +5.3% | +77.3% | +71.7% |
| 10Y | +141.8% | +4.7% | +137.1% | +112.2% |
| All | +2,463.3% | +2,180.4% | +282.9% | +1,182.0% |
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