+854.3%
EEM vs GAP
+157.1%
+697.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | +2.3% | -4.5% | +6.8% | +3.3% |
| 30D | +4.5% | +9.0% | -4.5% | +2.1% |
| 3M | -0.1% | +5.0% | -5.1% | -1.8% |
| 6M | +16.9% | -17.8% | +34.8% | +20.2% |
| YTD | +26.2% | -10.4% | +36.6% | +26.8% |
| 1Y | +40.5% | -3.4% | +43.9% | +37.9% |
| 3Y | +86.2% | +111.5% | -25.3% | +37.3% |
| 5Y | +45.5% | +8.8% | +36.6% | +18.4% |
| 10Y | +128.6% | +32.9% | +95.7% | +37.0% |
| All | +854.3% | +157.1% | +697.2% | +240.9% |
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 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