+76.3%
CL vs GAP
+20.3%
+56.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +1.3% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | +11.6% | -4.3% | +15.9% | +11.8% |
| 3M | +5.6% | +9.4% | -3.8% | +5.0% |
| 6M | +13.2% | -3.3% | +16.4% | +13.1% |
| YTD | +26.9% | -10.5% | +37.5% | +27.1% |
| 1Y | +27.3% | -2.4% | +29.7% | +26.9% |
| 3Y | +39.7% | +80.1% | -40.4% | +32.8% |
| 5Y | +41.3% | +6.5% | +34.9% | +36.0% |
| 10Y | +76.3% | +14.6% | +61.7% | +57.5% |
| All | +76.3% | +20.3% | +56.0% | +57.5% |
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