+17,451.9%
COR vs GAP
+722.7%
+16,729.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.9% |
| 7D | +2.8% | -4.5% | +7.2% | +3.3% |
| 30D | +4.5% | +9.0% | -4.5% | +3.4% |
| 3M | +22.7% | +5.0% | +17.7% | +21.7% |
| 6M | -9.7% | -17.8% | +8.1% | -8.5% |
| YTD | -1.4% | -10.4% | +9.0% | -1.3% |
| 1Y | +13.9% | -3.4% | +17.3% | +12.7% |
| 3Y | +94.0% | +111.5% | -17.5% | +65.4% |
| 5Y | +184.0% | +8.8% | +175.2% | +154.4% |
| 10Y | +406.8% | +32.9% | +373.9% | +301.8% |
| All | +17,451.9% | +722.7% | +16,729.2% | +10,939.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling