+163.4%
ET vs GAP
+2.4%
+161.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | +3.0% | -5.2% | +8.2% | +3.9% |
| 30D | -3.5% | -6.9% | +3.5% | -2.5% |
| 3M | -5.6% | +5.7% | -11.3% | -7.1% |
| 6M | +0.5% | +0.9% | -0.4% | -0.9% |
| YTD | +26.3% | -14.5% | +40.8% | +27.1% |
| 1Y | +25.7% | -12.1% | +37.8% | +25.5% |
| 3Y | +85.1% | +72.2% | +12.9% | +52.2% |
| 5Y | +216.4% | +4.5% | +211.8% | +172.7% |
| All | +163.4% | +2.4% | +161.0% | +100.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling