+585.0%
CAG vs GAP
+2,145.7%
-1,560.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -0.6% |
| 7D | -6.6% | -3.2% | -3.4% | -6.4% |
| 30D | +2.3% | -0.7% | +3.0% | +2.2% |
| 3M | +16.3% | -0.5% | +16.8% | +16.1% |
| 6M | -16.0% | -5.0% | -11.1% | -16.0% |
| YTD | -7.7% | -14.7% | +7.0% | -7.1% |
| 1Y | -16.0% | -8.6% | -7.4% | -16.2% |
| 3Y | -37.7% | +108.4% | -146.1% | -44.1% |
| 5Y | -41.2% | +5.8% | -47.0% | -45.4% |
| 10Y | -33.8% | +29.6% | -63.4% | -43.9% |
| All | +585.0% | +2,145.7% | -1,560.7% | +183.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling