+481.0%
CF vs GAP
+12.0%
+469.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.8% |
| 7D | +4.8% | -0.1% | +4.8% | +4.5% |
| 30D | +9.7% | -5.4% | +15.1% | +10.4% |
| 3M | +1.2% | +2.9% | -1.7% | -0.2% |
| 6M | +7.4% | -4.4% | +11.8% | +6.5% |
| YTD | +60.5% | -11.6% | +72.1% | +59.6% |
| 1Y | +50.7% | -6.0% | +56.8% | +47.7% |
| 3Y | +64.8% | +78.0% | -13.2% | +27.4% |
| 5Y | +115.8% | +8.5% | +107.3% | +78.0% |
| 10Y | +481.0% | +8.6% | +472.4% | +266.3% |
| All | +481.0% | +12.0% | +469.1% | +266.3% |
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