+6,459.5%
EFX vs GAP
+2,258.2%
+4,201.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.5% | -6.9% | -6.5% |
| 7D | -8.6% | -4.5% | -4.2% | -7.9% |
| 30D | +0.1% | +9.0% | -8.9% | -1.7% |
| 3M | +3.8% | +5.0% | -1.2% | +2.6% |
| 6M | -13.5% | -17.8% | +4.3% | -11.3% |
| YTD | -17.7% | -10.4% | -7.3% | -17.1% |
| 1Y | -25.6% | -3.4% | -22.2% | -26.4% |
| 3Y | -12.1% | +111.5% | -123.6% | -29.3% |
| 5Y | -33.8% | +8.8% | -42.6% | -42.4% |
| 10Y | +45.1% | +32.9% | +12.3% | +6.4% |
| All | +6,459.5% | +2,258.2% | +4,201.3% | +2,084.9% |
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 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