+5,294.5%
CF vs GAP
+83.6%
+5,211.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.6% | +11.8% | +7.7% |
| 7D | +0.4% | -2.1% | +2.5% | +0.6% |
| 30D | +2.2% | -5.1% | +7.3% | +3.1% |
| 3M | +2.1% | +9.8% | -7.6% | -1.7% |
| 6M | -6.5% | -3.6% | -2.9% | -8.0% |
| YTD | +55.6% | -9.8% | +65.4% | +53.2% |
| 1Y | +42.3% | -1.5% | +43.8% | +36.2% |
| 3Y | +55.7% | +74.3% | -18.6% | +9.8% |
| 5Y | +122.4% | +9.9% | +112.5% | +65.9% |
| 10Y | +568.5% | +22.9% | +545.6% | +277.6% |
| All | +5,294.5% | +83.6% | +5,211.0% | +1,504.4% |
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