+3.6%
GAP vs CAPR
+172.3%
-168.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.9% | +6.1% | -0.8% |
| 7D | -1.9% | +5.9% | -7.8% | -2.0% |
| 30D | -7.1% | +44.6% | -51.7% | -7.4% |
| 3M | +4.1% | +126.4% | -122.3% | +3.0% |
| 6M | +1.9% | -68.6% | +70.5% | +2.3% |
| YTD | -15.2% | -67.0% | +51.8% | -15.1% |
| 1Y | -10.6% | +65.2% | -75.8% | -14.9% |
| 3Y | +74.6% | +235.6% | -161.0% | +47.8% |
| All | +3.6% | +172.3% | -168.7% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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