-25.6%
EFX vs GAP
+1.5%
-27.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.5% | -6.9% | -6.4% |
| 7D | -8.6% | -4.5% | -4.2% | -8.0% |
| 30D | +0.1% | +9.0% | -8.9% | -1.3% |
| 3M | +3.8% | +5.0% | -1.2% | +2.6% |
| 6M | -13.5% | -17.8% | +4.3% | -12.6% |
| YTD | -17.7% | -10.4% | -7.3% | -17.6% |
| 1Y | -25.6% | -3.4% | -22.2% | -26.2% |
| All | -25.6% | +1.5% | -27.1% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling