+142.7%
ETSY vs GAP
-19.5%
+162.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.6% | -4.8% |
| 7D | -10.9% | +1.7% | -12.7% | -11.3% |
| 30D | -14.9% | +9.3% | -24.2% | -17.2% |
| 3M | +5.8% | +6.1% | -0.3% | +3.5% |
| 6M | +29.1% | -2.3% | +31.4% | +28.0% |
| YTD | +31.3% | -10.6% | +41.9% | +32.7% |
| 1Y | +25.1% | -4.4% | +29.6% | +23.7% |
| 3Y | +8.5% | +118.3% | -109.8% | -21.9% |
| 5Y | -66.1% | +12.2% | -78.3% | -72.8% |
| 10Y | +410.3% | +33.7% | +376.6% | +218.2% |
| All | +142.7% | -19.5% | +162.2% | +25.9% |
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 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