-29.4%
EW vs GAP
+9.4%
-38.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.5% |
| 7D | -4.4% | +1.7% | -6.2% | -4.6% |
| 30D | -3.3% | +9.3% | -12.7% | -4.3% |
| 3M | +1.0% | +6.1% | -5.1% | +0.2% |
| 6M | +6.2% | -2.3% | +8.5% | +5.9% |
| YTD | +1.7% | -10.6% | +12.3% | +2.1% |
| 1Y | +8.1% | -4.4% | +12.6% | +7.6% |
| 3Y | +17.1% | +118.3% | -101.2% | +1.7% |
| 5Y | -29.4% | +12.2% | -41.6% | -39.8% |
| All | -29.4% | +9.4% | -38.8% | -39.8% |
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 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