+502.5%
EWT vs GAP
+33.7%
+468.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.3% |
| 7D | +9.1% | -1.9% | +11.0% | +9.5% |
| 30D | -12.2% | -7.1% | -5.2% | -11.1% |
| 3M | -9.4% | +4.1% | -13.5% | -10.5% |
| 6M | +2.7% | +1.9% | +0.7% | +1.1% |
| YTD | +53.3% | -15.2% | +68.5% | +55.2% |
| 1Y | +59.2% | -10.6% | +69.8% | +59.2% |
| 3Y | +157.1% | +74.6% | +82.5% | +112.4% |
| 5Y | +119.6% | +3.7% | +116.0% | +90.1% |
| 10Y | +446.9% | +2.4% | +444.5% | +307.1% |
| All | +502.5% | +33.7% | +468.8% | +211.6% |
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 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