+287.5%
CAH vs GAP
+31.2%
+256.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -0.9% |
| 7D | -5.1% | -4.1% | -1.0% | -4.7% |
| 30D | +0.2% | +6.2% | -6.0% | -0.7% |
| 3M | +6.3% | -0.7% | +7.0% | +6.1% |
| 6M | +9.4% | -7.1% | +16.5% | +9.6% |
| YTD | +15.0% | -14.1% | +29.0% | +15.7% |
| 1Y | +55.4% | -8.5% | +63.9% | +54.7% |
| 3Y | +173.8% | +115.4% | +58.5% | +128.4% |
| 5Y | +395.2% | +9.8% | +385.4% | +341.3% |
| All | +287.5% | +31.2% | +256.2% | +198.4% |
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 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