-12.4%
EW vs GAP
+7.5%
-19.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +22.7% |
| 3M | +13.0% | +2.9% | +10.1% | +12.4% |
| 6M | +30.1% | -4.4% | +34.5% | +29.9% |
| YTD | +22.0% | -11.6% | +33.6% | +22.5% |
| 1Y | +23.7% | -6.0% | +29.7% | +23.3% |
| 3Y | +62.0% | +78.0% | -16.0% | +43.9% |
| 5Y | -12.4% | +8.5% | -20.9% | -23.6% |
| All | -12.4% | +7.5% | -19.9% | -23.6% |
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