+8,362.0%
EOG vs GAP
+2,131.7%
+6,230.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +1.9% |
| 7D | +7.6% | -1.9% | +9.5% | +7.9% |
| 30D | +3.4% | -7.1% | +10.4% | +4.4% |
| 3M | +12.7% | +4.1% | +8.6% | +11.0% |
| 6M | +19.0% | +1.9% | +17.1% | +16.8% |
| YTD | +55.6% | -15.2% | +70.8% | +56.2% |
| 1Y | +49.5% | -10.6% | +60.2% | +48.4% |
| 3Y | +43.2% | +74.6% | -31.4% | +18.0% |
| 5Y | +111.8% | +3.7% | +108.2% | +82.3% |
| 10Y | +140.4% | +2.4% | +138.0% | +89.2% |
| All | +8,362.0% | +2,131.7% | +6,230.4% | +4,355.5% |
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