+1,332.0%
ET vs GAP
+104.4%
+1,227.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +2.5% | -1.9% | +4.4% | +2.9% |
| 30D | -2.5% | -7.1% | +4.6% | -1.4% |
| 3M | -4.9% | +4.1% | -9.0% | -6.3% |
| 6M | -0.1% | +1.9% | -2.0% | -1.9% |
| YTD | +26.2% | -15.2% | +41.4% | +27.2% |
| 1Y | +25.2% | -10.6% | +35.8% | +24.5% |
| 3Y | +84.2% | +74.6% | +9.6% | +48.9% |
| 5Y | +216.1% | +3.7% | +212.4% | +168.9% |
| 10Y | +160.7% | +2.4% | +158.2% | +97.8% |
| All | +1,332.0% | +104.4% | +1,227.6% | +684.4% |
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