+395.7%
EFA vs GAP
+94.5%
+301.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +0.6% | -4.5% | +5.1% | +1.4% |
| 30D | +0.9% | +9.0% | -8.2% | -1.1% |
| 3M | +4.9% | +5.0% | -0.1% | +3.4% |
| 6M | +8.6% | -17.8% | +26.4% | +11.2% |
| YTD | +14.6% | -10.4% | +25.0% | +15.2% |
| 1Y | +22.6% | -3.4% | +26.0% | +20.9% |
| 3Y | +66.5% | +111.5% | -45.0% | +30.0% |
| 5Y | +54.5% | +8.8% | +45.7% | +30.9% |
| 10Y | +144.8% | +32.9% | +111.9% | +66.5% |
| All | +395.7% | +94.5% | +301.2% | +148.7% |
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