+140.4%
CI vs GAP
+34.2%
+106.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -2.0% | +1.7% | -3.7% | -2.3% |
| 30D | -1.8% | +9.3% | -11.1% | -3.3% |
| 3M | -4.2% | +6.1% | -10.3% | -5.4% |
| 6M | +2.7% | -2.3% | +5.0% | +2.2% |
| YTD | +1.9% | -10.6% | +12.5% | +2.4% |
| 1Y | -6.3% | -4.4% | -1.8% | -7.0% |
| 3Y | +3.9% | +118.3% | -114.4% | -16.0% |
| 5Y | +41.9% | +12.2% | +29.7% | +24.1% |
| 10Y | +140.4% | +33.7% | +106.7% | +72.9% |
| All | +140.4% | +34.2% | +106.2% | +72.9% |
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