+42.5%
CI vs GAP
+9.0%
+33.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | +1.3% | -4.5% | +5.8% | +1.7% |
| 30D | +4.4% | +9.0% | -4.6% | +3.6% |
| 3M | +0.7% | +5.0% | -4.3% | +0.1% |
| 6M | +0.3% | -17.8% | +18.2% | +1.4% |
| YTD | +3.8% | -10.4% | +14.2% | +4.1% |
| 1Y | -5.5% | -3.4% | -2.1% | -5.8% |
| 3Y | +8.1% | +111.5% | -103.4% | -2.9% |
| All | +42.5% | +9.0% | +33.6% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling