-22.1%
CG vs GAP
-7.7%
-14.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.8% |
| 7D | -3.8% | -9.3% | +5.5% | -1.1% |
| 30D | +7.5% | -5.5% | +13.0% | +9.3% |
| 3M | -14.4% | +3.5% | -17.8% | -15.3% |
| 6M | -15.7% | +0.7% | -16.3% | -17.6% |
| YTD | -29.0% | -13.4% | -15.6% | -26.2% |
| 1Y | -22.1% | -7.7% | -14.4% | -21.3% |
| All | -22.1% | -7.7% | -14.4% | -21.3% |
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