+280.6%
CME vs GAP
+28.3%
+252.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.5% |
| 7D | -0.6% | -3.2% | +2.5% | -0.4% |
| 30D | +4.7% | -0.7% | +5.4% | +4.6% |
| 3M | +7.8% | -0.5% | +8.3% | +7.7% |
| 6M | -11.0% | -5.0% | -6.0% | -11.1% |
| YTD | +4.0% | -14.7% | +18.7% | +4.5% |
| 1Y | +9.1% | -8.6% | +17.8% | +8.8% |
| 3Y | +52.3% | +108.4% | -56.1% | +33.3% |
| 5Y | +76.1% | +5.8% | +70.3% | +62.0% |
| 10Y | +280.6% | +29.6% | +250.9% | +192.9% |
| All | +280.6% | +28.3% | +252.3% | +192.9% |
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