-14.1%
CG vs GAP
+10.4%
-24.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +8.0% | -3.5% | +2.4% |
| 7D | +9.4% | +8.0% | +1.5% | +7.3% |
| 30D | +8.7% | +2.7% | +6.0% | +7.8% |
| 3M | -15.0% | +16.0% | -31.0% | -18.6% |
| 6M | -13.2% | +2.0% | -15.2% | -15.0% |
| YTD | -26.2% | -4.4% | -21.7% | -25.3% |
| 1Y | -14.1% | +9.2% | -23.3% | -16.3% |
| All | -14.1% | +10.4% | -24.5% | -16.3% |
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 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