+233.4%
EQX vs GAP
+8.1%
+225.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.1% | -3.0% | -4.9% |
| 7D | -7.0% | -6.3% | -0.7% | -6.6% |
| 30D | +4.8% | -0.2% | +5.1% | +4.7% |
| 3M | +25.6% | 0.0% | +25.6% | +25.4% |
| 6M | -25.8% | -8.1% | -17.7% | -25.8% |
| YTD | -12.7% | -16.5% | +3.7% | -12.2% |
| 1Y | +14.1% | -10.5% | +24.5% | +13.9% |
| 3Y | +165.7% | +104.0% | +61.8% | +144.0% |
| 5Y | +81.2% | +6.8% | +74.5% | +67.0% |
| All | +233.4% | +8.1% | +225.2% | +158.8% |
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