+125.6%
EW vs GAP
+28.3%
+97.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +3.9% | 0.0% |
| 7D | -5.1% | -3.2% | -1.9% | -4.7% |
| 30D | -6.4% | -0.7% | -5.7% | -6.4% |
| 3M | -1.6% | -0.5% | -1.1% | -1.8% |
| 6M | +2.3% | -5.0% | +7.3% | +2.2% |
| YTD | +1.1% | -14.7% | +15.8% | +2.2% |
| 1Y | +8.0% | -8.6% | +16.6% | +7.9% |
| 3Y | +16.3% | +108.4% | -92.0% | -1.9% |
| 5Y | -29.4% | +5.8% | -35.2% | -36.8% |
| 10Y | +125.6% | +29.6% | +96.0% | +68.8% |
| All | +125.6% | +28.3% | +97.3% | +68.8% |
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