+110.7%
COP vs GAP
+10.4%
+100.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -1.6% |
| 7D | -8.4% | 0.0% | -8.5% | -8.5% |
| 30D | +0.3% | -4.3% | +4.6% | +0.5% |
| 3M | +15.1% | +9.4% | +5.7% | +13.6% |
| 6M | +19.8% | -3.3% | +23.0% | +19.3% |
| YTD | +46.8% | -10.5% | +57.4% | +46.7% |
| 1Y | +59.7% | -2.4% | +62.1% | +57.7% |
| 3Y | +28.7% | +80.1% | -51.4% | +14.0% |
| 5Y | +110.7% | +6.5% | +104.2% | +82.4% |
| All | +110.7% | +10.4% | +100.3% | +82.4% |
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