+2,202.2%
GAP vs CPB
+325.7%
+1,876.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.4% |
| 7D | -4.5% | -8.6% | +4.1% | -2.3% |
| 30D | +9.0% | -7.2% | +16.3% | +10.9% |
| 3M | +5.0% | +0.9% | +4.1% | +4.2% |
| 6M | -17.8% | -11.8% | -6.0% | -15.9% |
| YTD | -10.4% | -19.4% | +9.0% | -6.2% |
| 1Y | -3.4% | -30.4% | +27.0% | +4.9% |
| 3Y | +111.5% | -40.2% | +151.6% | +135.2% |
| 5Y | +8.8% | -39.5% | +48.3% | +19.0% |
| 10Y | +32.9% | -47.4% | +80.3% | +43.7% |
| All | +2,202.2% | +325.7% | +1,876.5% | +979.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling