+39.7%
EFX vs GAP
+31.2%
+8.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.1% |
| 7D | -4.5% | -4.1% | -0.4% | -3.9% |
| 30D | -6.1% | +6.2% | -12.3% | -7.2% |
| 3M | +6.2% | -0.7% | +6.9% | +6.1% |
| 6M | -11.2% | -7.1% | -4.1% | -10.8% |
| YTD | -21.4% | -14.1% | -7.3% | -20.3% |
| 1Y | -34.3% | -8.5% | -25.8% | -34.4% |
| 3Y | -12.5% | +115.4% | -127.9% | -28.9% |
| 5Y | -35.6% | +9.8% | -45.4% | -44.1% |
| All | +39.7% | +31.2% | +8.4% | +3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling