+14,817.8%
CAH vs GAP
+2,253.0%
+12,564.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | +0.5% | +1.7% | -1.3% | +0.3% |
| 30D | +1.7% | +9.3% | -7.6% | +0.3% |
| 3M | +17.9% | +6.1% | +11.8% | +16.6% |
| 6M | +10.9% | -2.3% | +13.2% | +10.4% |
| YTD | +17.9% | -10.6% | +28.5% | +18.1% |
| 1Y | +61.7% | -4.4% | +66.1% | +60.0% |
| 3Y | +183.7% | +118.3% | +65.4% | +136.4% |
| 5Y | +401.3% | +12.2% | +389.1% | +341.7% |
| 10Y | +293.7% | +33.7% | +259.9% | +206.8% |
| All | +14,817.8% | +2,253.0% | +12,564.8% | +6,374.6% |
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