+26.6%
CCJ vs GAP
-7.4%
+34.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.0% | -0.6% |
| 7D | +4.2% | -3.2% | +7.4% | +4.9% |
| 30D | +3.2% | -0.7% | +3.9% | +3.1% |
| 3M | -1.8% | -0.5% | -1.3% | -2.0% |
| 6M | -13.5% | -5.0% | -8.6% | -13.7% |
| YTD | +9.7% | -14.7% | +24.4% | +11.5% |
| All | +26.6% | -7.4% | +34.0% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling