+910.6%
EWY vs GAP
+7.8%
+902.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.6% |
| 7D | +4.2% | -1.9% | +6.1% | +4.7% |
| 30D | -10.7% | -7.1% | -3.6% | -9.3% |
| 3M | -20.1% | +4.1% | -24.2% | -21.3% |
| 6M | -24.3% | +1.9% | -26.2% | -25.7% |
| YTD | +46.9% | -15.2% | +62.1% | +49.4% |
| 1Y | +55.2% | -10.6% | +65.8% | +55.5% |
| 3Y | +157.0% | +74.6% | +82.4% | +101.0% |
| 5Y | +98.9% | +3.7% | +95.2% | +65.1% |
| 10Y | +226.3% | +2.4% | +223.9% | +124.1% |
| All | +910.6% | +7.8% | +902.8% | +419.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling