+7,131.2%
CB vs GAP
+792.9%
+6,338.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.4% | -1.0% |
| 7D | +0.2% | -3.8% | +4.0% | +0.9% |
| 30D | +9.1% | -9.0% | +18.1% | +10.8% |
| 3M | +3.4% | +5.5% | -2.0% | +1.9% |
| 6M | +14.1% | -11.1% | +25.2% | +15.1% |
| YTD | +18.0% | -13.6% | +31.6% | +18.9% |
| 1Y | +30.1% | -2.9% | +33.0% | +28.0% |
| 3Y | +71.8% | +69.6% | +2.2% | +41.0% |
| 5Y | +101.8% | +5.4% | +96.5% | +71.8% |
| 10Y | +252.1% | +17.8% | +234.3% | +155.2% |
| All | +7,131.2% | +792.9% | +6,338.3% | +3,575.1% |
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 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