+8.1%
EWZ vs GAP
+10.4%
-2.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.0% | -6.4% | +0.7% |
| 7D | -4.1% | +8.0% | -12.0% | -4.9% |
| 30D | -25.0% | +2.7% | -27.7% | -25.2% |
| 3M | -10.6% | +16.0% | -26.7% | -12.4% |
| 6M | -16.6% | +2.0% | -18.6% | -17.5% |
| YTD | +2.5% | -4.4% | +6.9% | +1.8% |
| 1Y | +8.1% | +9.2% | -1.1% | +4.8% |
| All | +8.1% | +10.4% | -2.3% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling