+0.3%
EWZ vs GAP
-5.8%
+6.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | -26.2% | -5.4% | -20.7% | -25.8% |
| 3M | -8.6% | +2.9% | -11.5% | -9.1% |
| 6M | -17.0% | -4.4% | -12.6% | -17.3% |
| YTD | +2.2% | -11.6% | +13.7% | +2.4% |
| All | +0.3% | -5.8% | +6.1% | -0.2% |
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