+164.3%
EWY vs GAP
+1.5%
+162.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.5% |
| 7D | +4.8% | -4.5% | +9.3% | +5.4% |
| 30D | +11.7% | +9.0% | +2.6% | +10.2% |
| 3M | -7.4% | +5.0% | -12.4% | -7.9% |
| 6M | +40.6% | -17.8% | +58.4% | +44.5% |
| YTD | +94.3% | -10.4% | +104.7% | +97.1% |
| 1Y | +164.3% | -3.4% | +167.7% | +156.9% |
| All | +164.3% | +1.5% | +162.8% | +156.9% |
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