+55.2%
EWT vs GAP
+10.4%
+44.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.0% | -9.2% | -1.8% |
| 7D | -10.9% | +8.0% | -18.8% | -11.4% |
| 30D | -17.7% | +2.7% | -20.4% | -17.9% |
| 3M | -5.0% | +16.0% | -21.1% | -6.3% |
| 6M | +7.4% | +2.0% | +5.4% | +7.0% |
| YTD | +52.8% | -4.4% | +57.2% | +53.0% |
| 1Y | +55.2% | +9.2% | +46.0% | +51.9% |
| All | +55.2% | +10.4% | +44.8% | +51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling