+53,162.3%
EME vs GAP
+775.9%
+52,386.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +8.4% | -1.9% | +10.3% | +8.9% |
| 30D | -11.5% | -7.1% | -4.4% | -10.3% |
| 3M | -20.6% | +4.1% | -24.7% | -22.1% |
| 6M | -28.5% | +1.9% | -30.4% | -30.1% |
| YTD | +8.0% | -15.2% | +23.2% | +9.3% |
| 1Y | +6.8% | -10.6% | +17.4% | +6.3% |
| 3Y | +213.9% | +74.6% | +139.3% | +144.9% |
| 5Y | +414.8% | +3.7% | +411.1% | +327.5% |
| 10Y | +916.9% | +2.4% | +914.5% | +640.4% |
| All | +53,162.3% | +775.9% | +52,386.5% | +21,798.7% |
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