+350.2%
CG vs GAP
+22.9%
+327.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | -4.3% | -4.5% | +0.2% | -3.1% |
| 30D | -5.1% | +9.0% | -14.1% | -7.7% |
| 3M | +8.7% | +5.0% | +3.7% | +6.6% |
| 6M | -9.2% | -17.8% | +8.6% | -5.8% |
| YTD | -18.9% | -10.4% | -8.5% | -17.8% |
| 1Y | -25.6% | -3.4% | -22.3% | -26.7% |
| 3Y | +57.3% | +111.5% | -54.2% | +17.3% |
| 5Y | +10.2% | +8.8% | +1.3% | -7.9% |
| 10Y | +364.2% | +32.9% | +331.3% | +196.6% |
| All | +350.2% | +22.9% | +327.3% | +195.3% |
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 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