+80.6%
CRWD vs GAP
+10.4%
+70.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.0% | -9.5% | -0.6% |
| 7D | -9.6% | +8.0% | -17.6% | -8.8% |
| 30D | -11.6% | +2.7% | -14.3% | -11.2% |
| 3M | +14.1% | +16.0% | -1.9% | +16.2% |
| 6M | +105.4% | +2.0% | +103.4% | +104.9% |
| YTD | +105.6% | -4.4% | +110.1% | +106.9% |
| 1Y | +80.6% | +9.2% | +71.4% | +83.0% |
| All | +80.6% | +10.4% | +70.1% | +83.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling