-4.3%
GAP vs CRL
+67.6%
-71.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.5% |
| 7D | +1.7% | -0.6% | +2.3% | +1.8% |
| 30D | +9.3% | +5.0% | +4.4% | +7.6% |
| 3M | +6.1% | +50.6% | -44.5% | -7.2% |
| 6M | -2.3% | +60.9% | -63.2% | -17.4% |
| YTD | -10.6% | +40.7% | -51.3% | -20.8% |
| All | -4.3% | +67.6% | -71.9% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling