-2.2%
CFG vs GAP
-9.9%
+7.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.3% |
| 7D | -0.9% | -3.8% | +2.9% | -0.3% |
| 30D | +1.1% | -9.0% | +10.1% | +2.3% |
| 3M | -12.0% | +5.5% | -17.4% | -12.9% |
| 6M | -2.2% | -11.1% | +8.8% | -1.3% |
| All | -2.2% | -9.9% | +7.7% | -1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling