+5,967.0%
CF vs GAP
+82.4%
+5,884.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.4% |
| 7D | +6.0% | -4.5% | +10.5% | +7.2% |
| 30D | +14.8% | +9.0% | +5.8% | +11.6% |
| 3M | +14.1% | +5.0% | +9.1% | +11.5% |
| 6M | +28.5% | -17.8% | +46.3% | +31.6% |
| YTD | +74.9% | -10.4% | +85.3% | +74.0% |
| 1Y | +61.7% | -3.4% | +65.1% | +56.2% |
| 3Y | +80.3% | +111.5% | -31.2% | +19.1% |
| 5Y | +226.0% | +8.8% | +217.2% | +145.2% |
| 10Y | +569.9% | +32.9% | +537.0% | +264.2% |
| All | +5,967.0% | +82.4% | +5,884.6% | +1,721.9% |
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