+28.0%
CFG vs GAP
-4.6%
+32.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.6% | +2.2% |
| 7D | +0.3% | 0.0% | +0.2% | +0.2% |
| 30D | +3.2% | -4.3% | +7.5% | +4.1% |
| 3M | -9.7% | +9.4% | -19.1% | -12.1% |
| 6M | +3.6% | -3.3% | +6.9% | +2.9% |
| YTD | +14.7% | -10.5% | +25.2% | +16.1% |
| All | +28.0% | -4.6% | +32.5% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling