+14.6%
GAP vs CPB
-39.9%
+54.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.6% |
| 7D | 0.0% | +3.3% | -3.2% | -0.3% |
| 30D | -4.3% | +19.0% | -23.3% | -6.3% |
| 3M | +9.4% | +0.4% | +9.0% | +9.1% |
| 6M | -3.3% | +13.0% | -16.3% | -5.0% |
| YTD | -10.5% | -12.7% | +2.2% | -9.7% |
| 1Y | -2.4% | -20.9% | +18.5% | -0.2% |
| 3Y | +80.1% | -35.4% | +115.5% | +87.3% |
| 5Y | +6.5% | -32.3% | +38.7% | +9.6% |
| 10Y | +14.6% | -40.5% | +55.1% | +20.6% |
| All | +14.6% | -39.9% | +54.5% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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