-37.7%
CAG vs GAP
+31.2%
-68.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.5% | -0.8% |
| 7D | -5.7% | -4.1% | -1.6% | -5.5% |
| 30D | -2.4% | +6.2% | -8.6% | -2.8% |
| 3M | +9.8% | -0.7% | +10.5% | +9.7% |
| 6M | -10.8% | -7.1% | -3.7% | -10.7% |
| YTD | -10.8% | -14.1% | +3.3% | -10.5% |
| 1Y | -19.0% | -8.5% | -10.5% | -19.0% |
| 3Y | -39.7% | +115.4% | -155.0% | -43.6% |
| 5Y | -43.0% | +9.8% | -52.8% | -45.6% |
| All | -37.7% | +31.2% | -68.9% | -41.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling