+2,121.1%
GAP vs COO
+5,356.1%
-3,235.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.9% |
| 7D | -3.8% | +4.7% | -8.5% | -4.2% |
| 30D | -9.0% | +13.9% | -22.9% | -10.3% |
| 3M | +5.5% | -14.9% | +20.4% | +7.2% |
| 6M | -11.1% | +2.0% | -13.1% | -11.4% |
| YTD | -13.6% | -23.9% | +10.4% | -11.0% |
| 1Y | -2.9% | -9.6% | +6.8% | -1.8% |
| 3Y | +69.6% | -25.4% | +95.0% | +74.9% |
| 5Y | +5.4% | -41.2% | +46.6% | +11.3% |
| 10Y | +17.8% | +42.1% | -24.2% | +16.2% |
| All | +2,121.1% | +5,356.1% | -3,235.1% | +1,595.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling