+487.0%
CF vs GAP
+20.3%
+466.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.7% |
| 7D | -0.9% | 0.0% | -0.9% | -1.1% |
| 30D | +6.9% | -4.3% | +11.2% | +7.4% |
| 3M | +4.8% | +9.4% | -4.6% | +2.2% |
| 6M | +4.7% | -3.3% | +7.9% | +3.6% |
| YTD | +56.5% | -10.5% | +67.0% | +55.3% |
| 1Y | +48.4% | -2.4% | +50.8% | +44.3% |
| 3Y | +59.1% | +80.1% | -20.9% | +22.7% |
| 5Y | +109.5% | +6.5% | +103.1% | +74.0% |
| 10Y | +487.0% | +14.6% | +472.4% | +275.3% |
| All | +487.0% | +20.3% | +466.7% | +275.3% |
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