+84.4%
ET vs GAP
+72.0%
+12.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | +3.0% | -5.2% | +8.2% | +3.4% |
| 30D | -3.5% | -6.9% | +3.5% | -3.1% |
| 3M | -5.6% | +5.7% | -11.3% | -6.3% |
| 6M | +0.5% | +0.9% | -0.4% | -0.1% |
| YTD | +26.3% | -14.5% | +40.8% | +26.8% |
| 1Y | +25.7% | -12.1% | +37.8% | +25.7% |
| All | +84.4% | +72.0% | +12.4% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling