+6,781.2%
CME vs GAP
+164.9%
+6,616.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -1.6% | -4.5% | +2.9% | -0.8% |
| 30D | +6.2% | +9.0% | -2.8% | +4.3% |
| 3M | +10.4% | +5.0% | +5.4% | +9.0% |
| 6M | -9.5% | -17.8% | +8.3% | -7.6% |
| YTD | +6.0% | -10.4% | +16.4% | +6.2% |
| 1Y | +9.3% | -3.4% | +12.7% | +7.2% |
| 3Y | +57.7% | +111.5% | -53.8% | +18.6% |
| 5Y | +77.7% | +8.8% | +68.9% | +45.7% |
| 10Y | +281.2% | +32.9% | +248.3% | +134.8% |
| All | +6,781.2% | +164.9% | +6,616.3% | +2,585.9% |
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 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