+216.8%
CB vs GAP
+34.2%
+182.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -0.6% | +1.7% | -2.3% | -0.9% |
| 30D | -3.9% | +9.3% | -13.2% | -5.3% |
| 3M | +4.9% | +6.1% | -1.2% | +3.7% |
| 6M | +3.3% | -2.3% | +5.5% | +2.7% |
| YTD | +8.5% | -10.6% | +19.1% | +8.9% |
| 1Y | +22.1% | -4.4% | +26.5% | +20.9% |
| 3Y | +70.1% | +118.3% | -48.2% | +37.3% |
| 5Y | +97.4% | +12.2% | +85.2% | +71.8% |
| 10Y | +216.8% | +33.7% | +183.1% | +114.1% |
| All | +216.8% | +34.2% | +182.7% | +114.1% |
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