+12.2%
GAP vs CRL
-37.4%
+49.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.7% |
| 7D | +1.7% | -0.6% | +2.3% | +1.9% |
| 30D | +9.3% | +5.0% | +4.4% | +7.3% |
| 3M | +6.1% | +50.6% | -44.5% | -9.3% |
| 6M | -2.3% | +60.9% | -63.2% | -19.5% |
| YTD | -10.6% | +40.7% | -51.3% | -22.7% |
| 1Y | -4.4% | +73.3% | -77.7% | -24.0% |
| 3Y | +118.3% | +40.6% | +77.7% | +76.3% |
| 5Y | +12.2% | -37.0% | +49.2% | -5.5% |
| All | +12.2% | -37.4% | +49.6% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling