+40.9%
GAP vs CRL
+1,673.3%
-1,632.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +1.0% | -0.5% |
| 7D | -0.1% | -1.7% | +1.6% | 0.0% |
| 30D | -5.4% | +14.6% | -20.0% | -10.3% |
| 3M | +2.9% | +24.8% | -21.9% | -5.3% |
| 6M | -4.4% | +94.7% | -99.1% | -24.5% |
| YTD | -11.6% | +73.4% | -84.9% | -28.1% |
| 1Y | -6.0% | +104.7% | -110.7% | -27.7% |
| 3Y | +78.0% | +101.1% | -23.1% | +31.4% |
| 5Y | +8.5% | -10.8% | +19.3% | +0.6% |
| 10Y | +8.6% | +358.8% | -350.2% | -37.5% |
| All | +40.9% | +1,673.3% | -1,632.4% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling