+336.7%
COP vs GAP
+1.5%
+335.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | +4.4% | -1.9% | +6.3% | +4.8% |
| 30D | 0.0% | -7.1% | +7.0% | +1.1% |
| 3M | +15.0% | +4.1% | +10.9% | +12.9% |
| 6M | +22.0% | +1.9% | +20.1% | +19.1% |
| YTD | +55.3% | -15.2% | +70.5% | +56.1% |
| 1Y | +64.1% | -10.6% | +74.8% | +62.4% |
| 3Y | +34.1% | +74.6% | -40.5% | +3.0% |
| 5Y | +133.4% | +3.7% | +129.7% | +92.5% |
| All | +336.7% | +1.5% | +335.2% | +173.0% |
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