-4.9%
EQT vs GAP
+10.4%
-15.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +8.0% | -11.2% | -3.1% |
| 7D | -6.6% | +8.0% | -14.5% | -6.6% |
| 30D | +2.7% | +2.7% | +0.1% | +2.8% |
| 3M | -0.2% | +16.0% | -16.2% | -0.3% |
| 6M | -10.6% | +2.0% | -12.6% | -10.2% |
| YTD | -1.2% | -4.4% | +3.3% | -1.2% |
| 1Y | -4.9% | +9.2% | -14.0% | -7.0% |
| All | -4.9% | +10.4% | -15.3% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling