+4,100.0%
CMG vs GAP
+130.4%
+3,969.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.5% | +1.7% | -3.2% | -1.8% |
| 30D | +12.7% | +9.3% | +3.4% | +10.2% |
| 3M | +26.3% | +6.1% | +20.2% | +24.1% |
| 6M | +4.5% | -2.3% | +6.8% | +3.9% |
| YTD | -0.1% | -10.6% | +10.5% | +0.9% |
| 1Y | -6.8% | -4.4% | -2.3% | -7.5% |
| 3Y | -5.0% | +118.3% | -123.3% | -28.4% |
| 5Y | -3.0% | +12.2% | -15.2% | -19.4% |
| 10Y | +323.6% | +33.7% | +289.8% | +170.0% |
| All | +4,100.0% | +130.4% | +3,969.6% | +1,636.7% |
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