+4.1%
GAP vs CAI
-11.0%
+15.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -6.3% | -5.1% | -1.3% | -5.9% |
| 30D | -0.2% | +3.9% | -4.1% | -0.9% |
| 3M | 0.0% | +40.1% | -40.1% | -4.2% |
| 6M | -8.1% | +29.7% | -37.8% | -11.9% |
| YTD | -16.5% | -10.9% | -5.6% | -19.1% |
| 1Y | -10.5% | -28.0% | +17.6% | -13.6% |
| All | +4.1% | -11.0% | +15.0% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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