+148.7%
EWY vs GAP
+8.7%
+140.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.4% | +2.9% |
| 7D | -0.1% | -4.1% | +4.0% | +0.4% |
| 30D | +7.3% | +6.2% | +1.1% | +6.3% |
| 3M | -5.1% | -0.7% | -4.4% | -5.4% |
| 6M | +42.1% | -7.1% | +49.2% | +42.5% |
| YTD | +94.1% | -14.1% | +108.2% | +96.2% |
| 1Y | +147.8% | -8.5% | +156.3% | +147.6% |
| 3Y | +222.9% | +115.4% | +107.6% | +175.6% |
| All | +148.7% | +8.7% | +140.0% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling