+303.5%
EWY vs GAP
+31.2%
+272.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.4% | +2.8% |
| 7D | -0.1% | -4.1% | +4.0% | +0.6% |
| 30D | +7.3% | +6.2% | +1.1% | +6.0% |
| 3M | -5.1% | -0.7% | -4.4% | -5.5% |
| 6M | +42.1% | -7.1% | +49.2% | +42.5% |
| YTD | +94.1% | -14.1% | +108.2% | +96.4% |
| 1Y | +147.8% | -8.5% | +156.3% | +147.4% |
| 3Y | +222.9% | +115.4% | +107.6% | +165.7% |
| 5Y | +150.6% | +9.8% | +140.8% | +120.2% |
| All | +303.5% | +31.2% | +272.3% | +198.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling