+96.8%
ET vs GAP
+113.8%
-17.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | +0.4% | +1.7% | -1.3% | +0.3% |
| 30D | +6.9% | +9.3% | -2.5% | +6.0% |
| 3M | +13.1% | +6.1% | +7.0% | +12.4% |
| 6M | +18.7% | -2.3% | +21.0% | +18.4% |
| YTD | +37.4% | -10.6% | +48.0% | +37.8% |
| 1Y | +34.8% | -4.4% | +39.3% | +33.9% |
| 3Y | +96.8% | +118.3% | -21.5% | +81.1% |
| All | +96.8% | +113.8% | -17.0% | +81.1% |
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