+62.4%
EWY vs GAP
+10.4%
+52.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.0% | -9.9% | -2.9% |
| 7D | -8.3% | +8.0% | -16.3% | -9.2% |
| 30D | -20.5% | +2.7% | -23.2% | -20.8% |
| 3M | -11.1% | +16.0% | -27.1% | -13.1% |
| 6M | -7.0% | +2.0% | -9.0% | -7.3% |
| YTD | +56.5% | -4.4% | +60.9% | +57.3% |
| 1Y | +62.4% | +9.2% | +53.2% | +58.0% |
| All | +62.4% | +10.4% | +52.0% | +58.0% |
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