+154.7%
EWJ vs GAP
+409.9%
-255.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +2.9% | +1.7% | +1.2% | +2.6% |
| 30D | +1.1% | +9.3% | -8.2% | -0.5% |
| 3M | +7.1% | +6.1% | +1.0% | +5.8% |
| 6M | +16.2% | -2.3% | +18.5% | +15.6% |
| YTD | +22.0% | -10.6% | +32.6% | +22.5% |
| 1Y | +26.2% | -4.4% | +30.6% | +25.1% |
| 3Y | +73.5% | +118.3% | -44.9% | +44.1% |
| 5Y | +52.7% | +12.2% | +40.5% | +34.6% |
| 10Y | +138.5% | +33.7% | +104.8% | +81.6% |
| All | +154.7% | +409.9% | -255.2% | +47.2% |
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