-10.6%
GAP vs COO
-12.3%
+1.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -1.2% |
| 7D | -1.9% | +0.5% | -2.4% | -2.1% |
| 30D | -7.1% | +14.2% | -21.2% | -12.7% |
| 3M | +4.1% | -18.2% | +22.3% | +17.8% |
| 6M | +1.9% | +5.3% | -3.4% | -4.8% |
| YTD | -15.2% | -23.6% | +8.4% | +8.3% |
| 1Y | -10.6% | -12.7% | +2.1% | +1.5% |
| All | -10.6% | -12.3% | +1.7% | +1.5% |
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