+45.0%
EEM vs GAP
+8.7%
+36.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +1.0% |
| 7D | -1.3% | -4.1% | +2.8% | -0.8% |
| 30D | +2.1% | +6.2% | -4.1% | +1.3% |
| 3M | +1.0% | -0.7% | +1.7% | +0.8% |
| 6M | +15.9% | -7.1% | +23.0% | +16.1% |
| YTD | +24.6% | -14.1% | +38.7% | +25.6% |
| 1Y | +32.3% | -8.5% | +40.8% | +32.1% |
| 3Y | +85.9% | +115.4% | -29.4% | +62.4% |
| All | +45.0% | +8.7% | +36.2% | +26.9% |
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