-3.4%
GAP vs COO
+4.1%
-7.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.4% |
| 7D | -4.5% | -2.2% | -2.3% | -3.2% |
| 30D | +9.0% | -7.0% | +16.1% | +13.6% |
| 3M | +5.0% | +12.2% | -7.2% | -2.7% |
| 6M | -17.8% | -15.1% | -2.7% | -6.9% |
| YTD | -10.4% | -15.1% | +4.7% | +1.5% |
| 1Y | -3.4% | +2.3% | -5.7% | +0.4% |
| All | -3.4% | +4.1% | -7.5% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling