+25.6%
EOG vs GAP
+108.0%
-82.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +1.4% |
| 7D | -1.3% | -3.2% | +1.9% | -1.1% |
| 30D | +3.4% | -0.7% | +4.1% | +3.3% |
| 3M | +7.8% | -0.5% | +8.3% | +7.7% |
| 6M | +13.4% | -5.0% | +18.3% | +13.1% |
| YTD | +43.5% | -14.7% | +58.2% | +44.1% |
| 1Y | +29.7% | -8.6% | +38.3% | +28.9% |
| All | +25.6% | +108.0% | -82.4% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling