+225.5%
CRWD vs GAP
+8.7%
+216.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.6% |
| 7D | -3.0% | -4.1% | +1.1% | -2.2% |
| 30D | -6.8% | +6.2% | -13.0% | -8.3% |
| 3M | +19.6% | -0.7% | +20.3% | +19.0% |
| 6M | +87.1% | -7.1% | +94.2% | +86.0% |
| YTD | +76.4% | -14.1% | +90.5% | +77.5% |
| 1Y | +90.8% | -8.5% | +99.3% | +88.0% |
| 3Y | +380.0% | +115.4% | +264.6% | +241.1% |
| All | +225.5% | +8.7% | +216.8% | +128.0% |
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 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