+63.0%
EL vs GAP
+7.3%
+55.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.5% |
| 7D | +0.3% | -9.3% | +9.6% | +2.5% |
| 30D | +12.3% | -5.5% | +17.8% | +13.7% |
| 3M | +28.4% | +3.5% | +24.9% | +26.8% |
| 6M | +36.7% | +0.7% | +36.0% | +35.2% |
| YTD | +8.4% | -13.4% | +21.7% | +10.3% |
| 1Y | +25.4% | -7.7% | +33.1% | +25.5% |
| 3Y | +3.4% | +74.4% | -71.0% | -13.4% |
| 5Y | -64.8% | +5.3% | -70.1% | -69.2% |
| 10Y | +63.0% | +4.7% | +58.3% | +18.6% |
| All | +63.0% | +7.3% | +55.7% | +18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling