+84.2%
ES vs GAP
+34.2%
+50.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +1.4% | +1.7% | -0.3% | +1.3% |
| 30D | -1.2% | +9.3% | -10.5% | -2.0% |
| 3M | +5.0% | +6.1% | -1.1% | +4.2% |
| 6M | -2.8% | -2.3% | -0.5% | -3.1% |
| YTD | +8.6% | -10.6% | +19.2% | +8.8% |
| 1Y | +18.9% | -4.4% | +23.4% | +18.3% |
| 3Y | +32.1% | +118.3% | -86.2% | +18.2% |
| 5Y | -5.1% | +12.2% | -17.3% | -12.0% |
| 10Y | +84.2% | +33.7% | +50.5% | +40.8% |
| All | +84.2% | +34.2% | +50.0% | +40.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling