+406.7%
CAH vs GAP
+5.2%
+401.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | 0.0% |
| 7D | -2.2% | -3.2% | +0.9% | -2.1% |
| 30D | +1.2% | -0.7% | +1.9% | +1.2% |
| 3M | +13.1% | -0.5% | +13.6% | +13.0% |
| 6M | +8.5% | -5.0% | +13.5% | +8.5% |
| YTD | +17.6% | -14.7% | +32.3% | +18.0% |
| 1Y | +60.7% | -8.6% | +69.3% | +60.3% |
| 3Y | +183.2% | +108.4% | +74.8% | +156.0% |
| All | +406.7% | +5.2% | +401.4% | +376.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling