+14.6%
GAP vs COO
+40.7%
-26.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.1% |
| 7D | 0.0% | +4.3% | -4.2% | -2.1% |
| 30D | -4.3% | +17.6% | -21.9% | -12.6% |
| 3M | +9.4% | -13.9% | +23.3% | +18.1% |
| 6M | -3.3% | +6.6% | -9.8% | -8.5% |
| YTD | -10.5% | -22.0% | +11.5% | +2.0% |
| 1Y | -2.4% | -8.8% | +6.4% | +1.7% |
| 3Y | +80.1% | -21.5% | +101.6% | +97.2% |
| 5Y | +6.5% | -41.0% | +47.5% | +35.8% |
| 10Y | +14.6% | +40.9% | -26.3% | +10.3% |
| All | +14.6% | +40.7% | -26.1% | +10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling