+6,869.6%
EFX vs GAP
+2,131.7%
+4,738.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +0.9% |
| 7D | -0.8% | -1.9% | +1.1% | -0.4% |
| 30D | +25.1% | -7.1% | +32.2% | +26.7% |
| 3M | +1.7% | +4.1% | -2.4% | +0.5% |
| 6M | +18.4% | +1.9% | +16.4% | +16.8% |
| YTD | -12.5% | -15.2% | +2.7% | -11.2% |
| 1Y | -8.1% | -10.6% | +2.5% | -7.8% |
| 3Y | +4.8% | +74.6% | -69.8% | -12.5% |
| 5Y | -30.1% | +3.7% | -33.8% | -38.7% |
| 10Y | +81.5% | +2.4% | +79.0% | +40.2% |
| All | +6,869.6% | +2,131.7% | +4,738.0% | +2,239.0% |
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 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