+137.1%
EOG vs GAP
+1.5%
+135.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +1.9% |
| 7D | +7.6% | -1.9% | +9.5% | +8.0% |
| 30D | +3.4% | -7.1% | +10.4% | +4.5% |
| 3M | +12.7% | +4.1% | +8.6% | +10.7% |
| 6M | +19.0% | +1.9% | +17.1% | +16.2% |
| YTD | +55.6% | -15.2% | +70.8% | +56.2% |
| 1Y | +49.5% | -10.6% | +60.2% | +47.9% |
| 3Y | +43.2% | +74.6% | -31.4% | +9.5% |
| 5Y | +111.8% | +3.7% | +108.2% | +74.1% |
| All | +137.1% | +1.5% | +135.6% | +57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling