+3,542.1%
CLS vs GAP
+9.4%
+3,532.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.9% | +5.7% |
| 7D | +12.8% | +1.7% | +11.0% | +12.3% |
| 30D | +3.8% | +9.3% | -5.5% | +0.9% |
| 3M | -14.6% | +6.1% | -20.7% | -16.6% |
| 6M | +32.2% | -2.3% | +34.5% | +30.6% |
| YTD | +11.6% | -10.6% | +22.2% | +11.8% |
| 1Y | +35.1% | -4.4% | +39.5% | +32.2% |
| 3Y | +1,312.5% | +118.3% | +1,194.2% | +981.8% |
| 5Y | +3,542.1% | +12.2% | +3,529.9% | +2,930.3% |
| All | +3,542.1% | +9.4% | +3,532.6% | +2,930.3% |
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 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