+322.0%
CMG vs GAP
+31.2%
+290.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.3% |
| 7D | -2.1% | -4.1% | +2.0% | -1.4% |
| 30D | +10.9% | +6.2% | +4.7% | +9.7% |
| 3M | +15.8% | -0.7% | +16.5% | +15.6% |
| 6M | +6.9% | -7.1% | +14.1% | +7.4% |
| YTD | -2.2% | -14.1% | +11.9% | -0.8% |
| 1Y | -7.1% | -8.5% | +1.4% | -6.8% |
| 3Y | -7.1% | +115.4% | -122.5% | -22.7% |
| 5Y | -4.8% | +9.8% | -14.6% | -15.7% |
| All | +322.0% | +31.2% | +290.8% | +209.8% |
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