+310.1%
COP vs GAP
+12.0%
+298.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | -6.1% | -0.1% | -6.0% | -6.3% |
| 30D | +1.1% | -5.4% | +6.5% | +1.9% |
| 3M | +10.9% | +2.9% | +8.0% | +9.2% |
| 6M | +20.8% | -4.4% | +25.2% | +19.6% |
| YTD | +48.0% | -11.6% | +59.6% | +47.5% |
| 1Y | +58.5% | -6.0% | +64.6% | +55.2% |
| 3Y | +28.1% | +78.0% | -49.9% | -1.8% |
| 5Y | +120.5% | +8.5% | +112.0% | +80.1% |
| 10Y | +310.1% | +8.6% | +301.5% | +156.1% |
| All | +310.1% | +12.0% | +298.2% | +156.1% |
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