+7,539.9%
CP vs GAP
+2,258.2%
+5,281.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -2.7% | -4.5% | +1.8% | -1.9% |
| 30D | +0.2% | +9.0% | -8.9% | -1.7% |
| 3M | +2.6% | +5.0% | -2.4% | +1.2% |
| 6M | +6.0% | -17.8% | +23.8% | +8.5% |
| YTD | +24.9% | -10.4% | +35.3% | +25.7% |
| 1Y | +20.1% | -3.4% | +23.5% | +18.7% |
| 3Y | +16.4% | +111.5% | -95.1% | -6.1% |
| 5Y | +31.7% | +8.8% | +22.9% | +14.4% |
| 10Y | +223.9% | +32.9% | +191.0% | +138.0% |
| All | +7,539.9% | +2,258.2% | +5,281.7% | +3,219.8% |
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