+36.4%
EWZ vs GAP
-3.2%
+39.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +5.6% | +1.7% | +3.9% | +5.4% |
| 30D | +9.3% | +9.3% | -0.1% | +7.8% |
| 3M | +15.7% | +6.1% | +9.6% | +14.5% |
| 6M | +7.4% | -2.3% | +9.7% | +7.0% |
| YTD | +22.7% | -10.6% | +33.3% | +22.9% |
| 1Y | +36.4% | -4.4% | +40.8% | +31.0% |
| All | +36.4% | -3.2% | +39.6% | +31.0% |
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 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