+95.2%
GAP vs CAPR
-99.1%
+194.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.5% |
| 7D | -4.5% | -2.0% | -2.5% | -4.5% |
| 30D | +9.0% | +139.2% | -130.1% | +7.4% |
| 3M | +5.0% | -66.4% | +71.4% | +5.5% |
| 6M | -17.8% | -63.1% | +45.3% | -17.6% |
| YTD | -10.4% | -67.4% | +57.0% | -10.1% |
| 1Y | -3.4% | +58.2% | -61.6% | -8.8% |
| 3Y | +111.5% | +42.2% | +69.3% | +95.8% |
| 5Y | +8.8% | +87.3% | -78.4% | -0.7% |
| 10Y | +32.9% | -75.3% | +108.2% | +15.6% |
| All | +95.2% | -99.1% | +194.3% | +73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling