+2,121.1%
GAP vs CPB
+360.6%
+1,760.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.9% | -3.8% |
| 7D | -3.8% | +8.0% | -11.7% | -5.7% |
| 30D | -9.0% | +22.4% | -31.4% | -13.8% |
| 3M | +5.5% | +2.5% | +2.9% | +4.3% |
| 6M | -11.1% | +12.2% | -23.3% | -14.5% |
| YTD | -13.6% | -12.8% | -0.7% | -11.6% |
| 1Y | -2.9% | -19.2% | +16.3% | +1.3% |
| 3Y | +69.6% | -35.6% | +105.2% | +84.8% |
| 5Y | +5.4% | -31.4% | +36.8% | +11.0% |
| 10Y | +17.8% | -37.9% | +55.8% | +21.0% |
| All | +2,121.1% | +360.6% | +1,760.5% | +917.4% |
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