+35.8%
EQT vs GAP
+103.6%
-67.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.7% |
| 7D | -1.2% | -6.3% | +5.1% | -0.9% |
| 30D | +1.1% | -0.2% | +1.3% | +1.0% |
| 3M | +4.8% | 0.0% | +4.8% | +4.7% |
| 6M | -10.6% | -8.1% | -2.5% | -10.5% |
| YTD | +3.4% | -16.5% | +19.9% | +4.0% |
| 1Y | +8.7% | -10.5% | +19.1% | +8.6% |
| All | +35.8% | +103.6% | -67.8% | +25.7% |
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