+62.0%
EW vs GAP
+77.2%
-15.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | +9.3% | -0.1% | +9.4% | +9.2% |
| 30D | +22.1% | -5.4% | +27.5% | +22.4% |
| 3M | +13.0% | +2.9% | +10.1% | +12.7% |
| 6M | +30.1% | -4.4% | +34.5% | +30.0% |
| YTD | +22.0% | -11.6% | +33.6% | +22.3% |
| 1Y | +23.7% | -6.0% | +29.7% | +23.6% |
| 3Y | +62.0% | +78.0% | -16.0% | +64.2% |
| All | +62.0% | +77.2% | -15.2% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling