+22.2%
EME vs GAP
-7.6%
+29.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.5% | +4.0% |
| 7D | +3.5% | -4.1% | +7.6% | +4.0% |
| 30D | -6.3% | +6.2% | -12.6% | -7.1% |
| 3M | -3.8% | -0.7% | -3.1% | -3.6% |
| 6M | +8.5% | -7.1% | +15.6% | +9.5% |
| YTD | +27.8% | -14.1% | +41.9% | +28.8% |
| 1Y | +22.2% | -8.5% | +30.7% | +16.8% |
| All | +22.2% | -7.6% | +29.8% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling