+55.0%
EWZ vs GAP
+9.0%
+46.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +6.5% | -4.5% | +11.0% | +6.9% |
| 30D | +4.8% | +9.0% | -4.2% | +3.9% |
| 3M | +9.9% | +5.0% | +4.9% | +9.2% |
| 6M | +1.9% | -17.8% | +19.8% | +3.1% |
| YTD | +20.3% | -10.4% | +30.7% | +20.7% |
| 1Y | +35.6% | -3.4% | +39.0% | +34.9% |
| 3Y | +43.4% | +111.5% | -68.0% | +28.3% |
| All | +55.0% | +9.0% | +46.0% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling