-1.1%
GAP vs EFV
+163.3%
-164.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.4% |
| 7D | -1.9% | +2.5% | -4.4% | -5.3% |
| 30D | -7.1% | +2.9% | -10.0% | -10.4% |
| 3M | +4.1% | -1.4% | +5.5% | +6.5% |
| 6M | +1.9% | +5.5% | -3.6% | -5.5% |
| YTD | -15.2% | +16.1% | -31.3% | -31.9% |
| 1Y | -10.6% | +20.3% | -30.9% | -31.7% |
| 3Y | +74.6% | +90.4% | -15.8% | -31.5% |
| 5Y | +3.7% | +93.5% | -89.8% | -59.8% |
| All | -1.1% | +163.3% | -164.4% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling