+29.6%
GAP vs CRL
+244.4%
-214.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.2% |
| 7D | -3.2% | -4.6% | +1.4% | -1.2% |
| 30D | -0.7% | +0.5% | -1.2% | -1.2% |
| 3M | -0.5% | +46.6% | -47.1% | -16.8% |
| 6M | -5.0% | +57.3% | -62.3% | -24.2% |
| YTD | -14.7% | +39.5% | -54.2% | -28.4% |
| 1Y | -8.6% | +76.9% | -85.5% | -31.7% |
| 3Y | +108.4% | +39.4% | +69.0% | +60.4% |
| 5Y | +5.8% | -37.2% | +42.9% | +16.8% |
| 10Y | +29.6% | +253.4% | -223.8% | -45.1% |
| All | +29.6% | +244.4% | -214.8% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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