+1,582.2%
EL vs GAP
+508.7%
+1,073.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.9% |
| 7D | +0.8% | -4.5% | +5.3% | +1.7% |
| 30D | +19.8% | +9.0% | +10.8% | +17.3% |
| 3M | +25.7% | +5.0% | +20.7% | +23.9% |
| 6M | +5.4% | -17.8% | +23.3% | +8.5% |
| YTD | +0.2% | -10.4% | +10.6% | +1.3% |
| 1Y | +20.4% | -3.4% | +23.8% | +19.4% |
| 3Y | -32.1% | +111.5% | -143.6% | -44.9% |
| 5Y | -67.2% | +8.8% | -76.0% | -71.1% |
| 10Y | +31.7% | +32.9% | -1.1% | -2.1% |
| All | +1,582.2% | +508.7% | +1,073.5% | +787.4% |
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