+590.1%
EWT vs GAP
+41.0%
+549.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | +1.6% | +1.7% | -0.1% | +1.3% |
| 30D | +8.2% | +9.3% | -1.1% | +6.0% |
| 3M | +11.1% | +6.1% | +5.0% | +9.2% |
| 6M | +60.4% | -2.3% | +62.7% | +59.2% |
| YTD | +75.6% | -10.6% | +86.2% | +76.4% |
| 1Y | +91.3% | -4.4% | +95.8% | +89.0% |
| 3Y | +200.3% | +118.3% | +82.0% | +136.8% |
| 5Y | +156.4% | +12.2% | +144.2% | +118.2% |
| 10Y | +495.8% | +33.7% | +462.1% | +313.6% |
| All | +590.1% | +41.0% | +549.2% | +254.1% |
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