+1,261.0%
ES vs GAP
+2,150.7%
-889.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | -1.1% | -5.2% | +4.1% | -0.6% |
| 30D | +8.2% | -6.9% | +15.1% | +8.8% |
| 3M | +0.6% | +5.7% | -5.1% | -0.1% |
| 6M | +6.0% | +0.9% | +5.1% | +5.4% |
| YTD | +9.3% | -14.5% | +23.8% | +9.9% |
| 1Y | +1.1% | -12.1% | +13.2% | +1.3% |
| 3Y | +51.9% | +72.2% | -20.2% | +39.5% |
| 5Y | +6.5% | +4.5% | +1.9% | -0.6% |
| 10Y | +94.8% | +3.3% | +91.5% | +68.1% |
| All | +1,261.0% | +2,150.7% | -889.7% | +741.4% |
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