+7,604.2%
CP vs GAP
+2,175.1%
+5,429.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.5% | -0.9% |
| 7D | +2.8% | -3.8% | +6.5% | +3.4% |
| 30D | +10.2% | -9.0% | +19.2% | +11.9% |
| 3M | +2.4% | +5.5% | -3.1% | +0.8% |
| 6M | +7.7% | -11.1% | +18.7% | +8.8% |
| YTD | +26.0% | -13.6% | +39.5% | +27.2% |
| 1Y | +34.6% | -2.9% | +37.5% | +32.9% |
| 3Y | +26.7% | +69.6% | -42.9% | +6.7% |
| 5Y | +24.9% | +5.4% | +19.5% | +9.1% |
| 10Y | +258.6% | +17.8% | +240.8% | +169.8% |
| All | +7,604.2% | +2,175.1% | +5,429.1% | +3,260.1% |
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 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