+424.6%
ETSY vs GAP
+31.2%
+393.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.2% | +0.9% |
| 7D | -4.9% | -4.1% | -0.8% | -3.9% |
| 30D | -8.6% | +6.2% | -14.8% | -10.4% |
| 3M | +4.8% | -0.7% | +5.5% | +4.3% |
| 6M | +38.1% | -7.1% | +45.2% | +38.8% |
| YTD | +31.2% | -14.1% | +45.3% | +34.0% |
| 1Y | +22.1% | -8.5% | +30.6% | +22.0% |
| 3Y | +12.2% | +115.4% | -103.1% | -19.3% |
| 5Y | -66.5% | +9.8% | -76.3% | -73.1% |
| All | +424.6% | +31.2% | +393.4% | +228.3% |
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