+1,243.3%
ES vs GAP
+2,258.2%
-1,015.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | +0.3% | -4.5% | +4.8% | +0.7% |
| 30D | -2.0% | +9.0% | -11.0% | -2.8% |
| 3M | +1.7% | +5.0% | -3.3% | +1.0% |
| 6M | -3.5% | -17.8% | +14.3% | -2.4% |
| YTD | +7.9% | -10.4% | +18.3% | +8.2% |
| 1Y | +17.2% | -3.4% | +20.5% | +16.4% |
| 3Y | +29.3% | +111.5% | -82.2% | +16.6% |
| 5Y | -5.7% | +8.8% | -14.6% | -12.3% |
| 10Y | +85.2% | +32.9% | +52.3% | +56.4% |
| All | +1,243.3% | +2,258.2% | -1,015.0% | +728.4% |
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