+7,654.3%
CME vs GAP
+152.8%
+7,501.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +2.7% | -5.2% | +7.9% | +3.6% |
| 30D | +13.5% | -6.9% | +20.4% | +14.8% |
| 3M | +20.9% | +5.7% | +15.2% | +19.1% |
| 6M | +11.5% | +0.9% | +10.6% | +10.0% |
| YTD | +19.5% | -14.5% | +33.9% | +20.3% |
| 1Y | +17.2% | -12.1% | +29.3% | +17.1% |
| 3Y | +65.1% | +72.2% | -7.0% | +30.4% |
| 5Y | +73.1% | +4.5% | +68.6% | +43.1% |
| 10Y | +305.3% | +3.3% | +302.0% | +173.5% |
| All | +7,654.3% | +152.8% | +7,501.5% | +2,942.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling