+7,595.3%
EW vs GAP
-15.3%
+7,610.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.0% |
| 7D | +6.5% | -9.3% | +15.8% | +7.8% |
| 30D | +22.5% | -5.5% | +28.0% | +23.3% |
| 3M | +13.0% | +3.5% | +9.5% | +12.1% |
| 6M | +37.1% | +0.7% | +36.4% | +36.0% |
| YTD | +24.1% | -13.4% | +37.5% | +25.0% |
| 1Y | +24.2% | -7.7% | +31.9% | +24.0% |
| 3Y | +64.8% | +74.4% | -9.6% | +43.6% |
| 5Y | -7.4% | +5.3% | -12.8% | -16.8% |
| 10Y | +248.8% | +4.7% | +244.1% | +180.7% |
| All | +7,595.3% | -15.3% | +7,610.6% | +5,414.2% |
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 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