+362.4%
CFG vs GAP
-21.3%
+383.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +1.5% | -4.5% | +6.0% | +3.0% |
| 30D | -3.8% | +9.0% | -12.9% | -7.0% |
| 3M | +11.5% | +5.0% | +6.5% | +8.8% |
| 6M | +19.2% | -17.8% | +37.0% | +24.3% |
| YTD | +23.7% | -10.4% | +34.1% | +25.2% |
| 1Y | +38.8% | -3.4% | +42.2% | +36.1% |
| 3Y | +178.9% | +111.5% | +67.4% | +87.6% |
| 5Y | +101.8% | +8.8% | +93.0% | +58.5% |
| 10Y | +317.3% | +32.9% | +284.4% | +147.0% |
| All | +362.4% | -21.3% | +383.7% | +199.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling