+23.5%
EL vs GAP
+27.6%
-4.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.9% |
| 7D | -4.4% | -6.3% | +2.0% | -2.9% |
| 30D | +10.3% | -0.2% | +10.5% | +9.9% |
| 3M | +13.4% | 0.0% | +13.3% | +12.9% |
| 6M | +3.1% | -8.1% | +11.2% | +3.8% |
| YTD | -6.9% | -16.5% | +9.6% | -4.4% |
| 1Y | +11.9% | -10.5% | +22.4% | +12.7% |
| 3Y | -33.8% | +104.0% | -137.8% | -46.3% |
| 5Y | -69.0% | +6.8% | -75.7% | -72.9% |
| All | +23.5% | +27.6% | -4.0% | -10.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling