+305.5%
CG vs GAP
+22.7%
+282.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.5% | +3.1% | +5.6% |
| 7D | +3.0% | 0.0% | +3.0% | +3.1% |
| 30D | +10.1% | -4.3% | +14.4% | +11.5% |
| 3M | -10.8% | +9.4% | -20.2% | -13.5% |
| 6M | -15.2% | -3.3% | -11.9% | -15.7% |
| YTD | -26.9% | -10.5% | -16.4% | -26.0% |
| 1Y | -17.0% | -2.4% | -14.7% | -18.3% |
| 3Y | +54.6% | +80.1% | -25.5% | +21.1% |
| 5Y | -16.7% | +6.5% | -23.2% | -29.8% |
| 10Y | +320.1% | +14.6% | +305.5% | +180.1% |
| All | +305.5% | +22.7% | +282.8% | +165.7% |
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 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