+1,244.2%
EWY vs GAP
+13.6%
+1,230.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +8.0% | +1.7% | +6.3% | +7.6% |
| 30D | +14.3% | +9.3% | +5.0% | +11.4% |
| 3M | +2.3% | +6.1% | -3.8% | +0.1% |
| 6M | +49.9% | -2.3% | +52.1% | +48.6% |
| YTD | +95.3% | -10.6% | +105.9% | +96.7% |
| 1Y | +161.7% | -4.4% | +166.2% | +157.9% |
| 3Y | +230.2% | +118.3% | +111.9% | +143.4% |
| 5Y | +148.1% | +12.2% | +135.9% | +101.3% |
| 10Y | +293.2% | +33.7% | +259.4% | +147.5% |
| All | +1,244.2% | +13.6% | +1,230.5% | +584.4% |
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