-67.4%
EL vs GAP
+9.4%
-76.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +1.7% | +1.7% | 0.0% | +1.3% |
| 30D | +15.5% | +9.3% | +6.2% | +12.3% |
| 3M | +20.6% | +6.1% | +14.5% | +18.1% |
| 6M | +10.5% | -2.3% | +12.8% | +9.6% |
| YTD | -1.9% | -10.6% | +8.7% | -0.6% |
| 1Y | +16.1% | -4.4% | +20.5% | +14.9% |
| 3Y | -30.2% | +118.3% | -148.5% | -46.1% |
| 5Y | -67.4% | +12.2% | -79.6% | -74.2% |
| All | -67.4% | +9.4% | -76.8% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling