+340.2%
COP vs GAP
+28.3%
+312.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +2.1% |
| 7D | -0.5% | -3.2% | +2.7% | +0.1% |
| 30D | +11.7% | -0.7% | +12.4% | +11.4% |
| 3M | +17.7% | -0.5% | +18.2% | +16.9% |
| 6M | +18.3% | -5.0% | +23.3% | +17.3% |
| YTD | +49.1% | -14.7% | +63.7% | +50.5% |
| 1Y | +53.3% | -8.6% | +62.0% | +51.4% |
| 3Y | +22.2% | +108.4% | -86.2% | -10.1% |
| 5Y | +193.3% | +5.8% | +187.5% | +141.4% |
| 10Y | +340.2% | +29.6% | +310.6% | +180.1% |
| All | +340.2% | +28.3% | +312.0% | +180.1% |
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