+331.2%
CG vs GAP
+28.3%
+303.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.6% | +0.6% | -2.7% |
| 7D | -6.4% | -3.2% | -3.3% | -5.6% |
| 30D | -7.1% | -0.7% | -6.4% | -7.2% |
| 3M | -1.6% | -0.5% | -1.1% | -2.0% |
| 6M | -8.3% | -5.0% | -3.4% | -8.5% |
| YTD | -23.8% | -14.7% | -9.1% | -21.8% |
| 1Y | -28.7% | -8.6% | -20.1% | -28.6% |
| 3Y | +49.2% | +108.4% | -59.2% | +11.9% |
| 5Y | +5.5% | +5.8% | -0.3% | -11.2% |
| 10Y | +331.2% | +29.6% | +301.6% | +177.7% |
| All | +331.2% | +28.3% | +303.0% | +177.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling