+77.2%
CME vs GAP
+9.4%
+67.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -2.9% | +1.7% | -4.6% | -2.9% |
| 30D | +5.5% | +9.3% | -3.8% | +5.4% |
| 3M | +11.0% | +6.1% | +4.9% | +10.9% |
| 6M | -9.7% | -2.3% | -7.4% | -9.7% |
| YTD | +4.9% | -10.6% | +15.5% | +4.9% |
| 1Y | +10.1% | -4.4% | +14.5% | +10.0% |
| 3Y | +53.5% | +118.3% | -64.8% | +44.4% |
| 5Y | +77.2% | +12.2% | +65.0% | +69.2% |
| All | +77.2% | +9.4% | +67.8% | +69.2% |
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