-67.0%
ETSY vs GAP
+3.0%
-70.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.2% |
| 7D | -12.7% | -6.3% | -6.4% | -11.0% |
| 30D | -9.9% | -0.2% | -9.7% | -10.3% |
| 3M | +4.2% | 0.0% | +4.1% | +3.3% |
| 6M | +34.2% | -8.1% | +42.3% | +35.2% |
| YTD | +29.1% | -16.5% | +45.6% | +33.2% |
| 1Y | +23.8% | -10.5% | +34.3% | +24.3% |
| 3Y | +6.6% | +104.0% | -97.3% | -32.7% |
| 5Y | -67.0% | +6.8% | -73.8% | -79.9% |
| All | -67.0% | +3.0% | -70.0% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling