-13.0%
EFX vs GAP
+108.0%
-121.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -1.4% |
| 7D | -9.4% | -3.2% | -6.2% | -9.0% |
| 30D | -6.9% | -0.7% | -6.2% | -6.9% |
| 3M | +0.1% | -0.5% | +0.6% | 0.0% |
| 6M | -17.3% | -5.0% | -12.3% | -17.4% |
| YTD | -21.8% | -14.7% | -7.2% | -20.9% |
| 1Y | -32.5% | -8.6% | -23.9% | -32.6% |
| All | -13.0% | +108.0% | -121.0% | -20.9% |
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 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