+119.0%
EOG vs GAP
+27.6%
+91.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | +1.0% | -6.3% | +7.3% | +2.4% |
| 30D | +2.8% | -0.2% | +3.1% | +2.4% |
| 3M | +5.9% | 0.0% | +5.9% | +5.0% |
| 6M | +17.1% | -8.1% | +25.2% | +16.9% |
| YTD | +43.9% | -16.5% | +60.4% | +45.8% |
| 1Y | +26.9% | -10.5% | +37.3% | +25.7% |
| 3Y | +23.6% | +104.0% | -80.4% | -9.0% |
| 5Y | +178.1% | +6.8% | +171.4% | +127.0% |
| All | +119.0% | +27.6% | +91.4% | +47.6% |
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