+7,608.4%
EOG vs GAP
+2,258.2%
+5,350.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +1.3% | -4.5% | +5.8% | +2.0% |
| 30D | +8.2% | +9.0% | -0.9% | +6.2% |
| 3M | +3.8% | +5.0% | -1.2% | +2.3% |
| 6M | +15.3% | -17.8% | +33.1% | +17.4% |
| YTD | +41.7% | -10.4% | +52.1% | +41.6% |
| 1Y | +23.6% | -3.4% | +26.9% | +21.2% |
| 3Y | +23.3% | +111.5% | -88.2% | -1.8% |
| 5Y | +170.4% | +8.8% | +161.6% | +131.5% |
| 10Y | +125.5% | +32.9% | +92.6% | +70.7% |
| All | +7,608.4% | +2,258.2% | +5,350.1% | +3,939.3% |
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