+308.6%
CFG vs GAP
+34.2%
+274.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +2.7% | +1.7% | +1.0% | +2.1% |
| 30D | -3.7% | +9.3% | -13.0% | -7.0% |
| 3M | +9.5% | +6.1% | +3.4% | +6.4% |
| 6M | +22.2% | -2.3% | +24.5% | +20.9% |
| YTD | +22.3% | -10.6% | +32.9% | +23.9% |
| 1Y | +39.4% | -4.4% | +43.9% | +37.1% |
| 3Y | +188.5% | +118.3% | +70.2% | +88.1% |
| 5Y | +101.5% | +12.2% | +89.3% | +54.8% |
| 10Y | +308.6% | +33.7% | +274.9% | +139.3% |
| All | +308.6% | +34.2% | +274.5% | +139.3% |
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