+4.8%
EFX vs GAP
+70.6%
-65.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +0.8% |
| 7D | -0.8% | -1.9% | +1.1% | -0.5% |
| 30D | +25.1% | -7.1% | +32.2% | +26.3% |
| 3M | +1.7% | +4.1% | -2.4% | +0.8% |
| 6M | +18.4% | +1.9% | +16.4% | +17.1% |
| YTD | -12.5% | -15.2% | +2.7% | -11.6% |
| 1Y | -8.1% | -10.6% | +2.5% | -7.9% |
| 3Y | +4.8% | +74.6% | -69.8% | -4.0% |
| All | +4.8% | +70.6% | -65.8% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling