+191.7%
COP vs GAP
+9.4%
+182.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -0.8% | +1.7% | -2.6% | -1.0% |
| 30D | +15.6% | +9.3% | +6.3% | +14.4% |
| 3M | +14.3% | +6.1% | +8.2% | +13.3% |
| 6M | +17.0% | -2.3% | +19.3% | +16.3% |
| YTD | +47.4% | -10.6% | +58.0% | +47.7% |
| 1Y | +52.4% | -4.4% | +56.8% | +50.9% |
| 3Y | +20.8% | +118.3% | -97.5% | +4.2% |
| 5Y | +191.7% | +12.2% | +179.5% | +158.0% |
| All | +191.7% | +9.4% | +182.3% | +158.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling