+176.8%
CCJ vs GAP
+113.8%
+63.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +5.9% | +1.7% | +4.2% | +5.7% |
| 30D | +4.7% | +9.3% | -4.6% | +3.2% |
| 3M | -3.3% | +6.1% | -9.4% | -4.4% |
| 6M | -7.0% | -2.3% | -4.7% | -7.4% |
| YTD | +11.5% | -10.6% | +22.0% | +12.1% |
| 1Y | +32.3% | -4.4% | +36.7% | +31.7% |
| 3Y | +176.8% | +118.3% | +58.5% | +162.5% |
| All | +176.8% | +113.8% | +63.1% | +162.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling