+206.6%
CFG vs GAP
+2.4%
+204.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | +1.6% | -5.2% | +6.8% | +3.4% |
| 30D | +3.3% | -6.9% | +10.2% | +5.5% |
| 3M | -11.5% | +5.7% | -17.3% | -14.0% |
| 6M | +6.2% | +0.9% | +5.3% | +3.6% |
| YTD | +14.3% | -14.5% | +28.7% | +16.8% |
| 1Y | +26.7% | -12.1% | +38.8% | +28.0% |
| 3Y | +187.8% | +72.2% | +115.6% | +104.0% |
| 5Y | +61.3% | +4.5% | +56.8% | +26.7% |
| All | +206.6% | +2.4% | +204.3% | +82.0% |
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