+41.0%
CVS vs GAP
+27.6%
+13.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.2% |
| 7D | -2.0% | -6.3% | +4.4% | -1.2% |
| 30D | +1.9% | -0.2% | +2.2% | +1.8% |
| 3M | -2.2% | 0.0% | -2.2% | -2.5% |
| 6M | +26.7% | -8.1% | +34.8% | +27.1% |
| YTD | +22.9% | -16.5% | +39.3% | +24.4% |
| 1Y | +32.9% | -10.5% | +43.4% | +32.9% |
| 3Y | +62.3% | +104.0% | -41.7% | +37.6% |
| 5Y | +34.2% | +6.8% | +27.5% | +20.4% |
| All | +41.0% | +27.6% | +13.4% | +11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling