+142.2%
CI vs GAP
+20.3%
+121.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +0.2% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +4.7% | -4.3% | +9.0% | +5.3% |
| 3M | +5.2% | +9.4% | -4.2% | +3.4% |
| 6M | +3.8% | -3.3% | +7.1% | +3.4% |
| YTD | +9.2% | -10.5% | +19.8% | +9.6% |
| 1Y | +14.3% | -2.4% | +16.6% | +13.0% |
| 3Y | +8.4% | +80.1% | -71.7% | -9.1% |
| 5Y | +50.0% | +6.5% | +43.6% | +32.9% |
| 10Y | +142.2% | +14.6% | +127.6% | +75.7% |
| All | +142.2% | +20.3% | +121.9% | +75.7% |
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