+62,321.4%
EME vs GAP
+823.5%
+61,498.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | +5.2% | +1.7% | +3.4% | +4.7% |
| 30D | -5.4% | +9.3% | -14.7% | -7.9% |
| 3M | -6.1% | +6.1% | -12.2% | -8.2% |
| 6M | +9.7% | -2.3% | +11.9% | +8.6% |
| YTD | +26.6% | -10.6% | +37.2% | +27.1% |
| 1Y | +24.6% | -4.4% | +29.1% | +22.5% |
| 3Y | +249.6% | +118.3% | +131.3% | +157.4% |
| 5Y | +556.6% | +12.2% | +544.4% | +436.3% |
| 10Y | +1,286.6% | +33.7% | +1,252.9% | +844.4% |
| All | +62,321.4% | +823.5% | +61,498.0% | +25,358.8% |
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