+196.4%
CFG vs GAP
+118.2%
+78.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +1.5% | -4.5% | +6.0% | +2.5% |
| 30D | -3.8% | +9.0% | -12.9% | -5.9% |
| 3M | +11.5% | +5.0% | +6.5% | +9.7% |
| 6M | +19.2% | -17.8% | +37.0% | +22.8% |
| YTD | +23.7% | -10.4% | +34.1% | +25.0% |
| 1Y | +38.8% | -3.4% | +42.2% | +37.4% |
| All | +196.4% | +118.2% | +78.2% | +133.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling