-10.5%
GAP vs EFV
+26.5%
-36.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.8% |
| 7D | -6.3% | -2.0% | -4.3% | -4.4% |
| 30D | -0.2% | -0.2% | -0.1% | -0.1% |
| 3M | 0.0% | +9.1% | -9.1% | -8.6% |
| 6M | -8.1% | +11.7% | -19.8% | -18.0% |
| YTD | -16.5% | +17.0% | -33.5% | -33.9% |
| 1Y | -10.5% | +26.7% | -37.2% | -42.3% |
| All | -10.5% | +26.5% | -36.9% | -42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling