+98.5%
EWY vs GAP
+2.1%
+96.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.7% |
| 7D | +4.2% | -1.9% | +6.1% | +4.5% |
| 30D | -10.7% | -7.1% | -3.6% | -9.8% |
| 3M | -20.1% | +4.1% | -24.2% | -20.7% |
| 6M | -24.3% | +1.9% | -26.2% | -25.0% |
| YTD | +46.9% | -15.2% | +62.1% | +48.6% |
| 1Y | +55.2% | -10.6% | +65.8% | +55.7% |
| 3Y | +157.0% | +74.6% | +82.4% | +125.9% |
| All | +98.5% | +2.1% | +96.4% | +71.0% |
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 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