+1,732.8%
EL vs GAP
+507.8%
+1,225.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.5% | -0.7% | +2.1% |
| 7D | +8.0% | 0.0% | +8.0% | +8.0% |
| 30D | +15.4% | -4.3% | +19.7% | +16.4% |
| 3M | +28.5% | +9.4% | +19.1% | +25.5% |
| 6M | +32.2% | -3.3% | +35.5% | +32.0% |
| YTD | +9.2% | -10.5% | +19.7% | +10.2% |
| 1Y | +30.8% | -2.4% | +33.2% | +29.4% |
| 3Y | +3.7% | +80.1% | -76.4% | -12.9% |
| 5Y | -64.8% | +6.5% | -71.2% | -68.8% |
| 10Y | +60.0% | +14.6% | +45.4% | +22.6% |
| All | +1,732.8% | +507.8% | +1,225.1% | +865.8% |
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