+42.8%
GAP vs CRL
+1,379.5%
-1,336.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +1.0% |
| 7D | -4.5% | -1.0% | -3.4% | -4.2% |
| 30D | +9.0% | +10.7% | -1.6% | +5.4% |
| 3M | +5.0% | +55.3% | -50.3% | -9.7% |
| 6M | -17.8% | +60.7% | -78.5% | -30.7% |
| YTD | -10.4% | +44.6% | -55.0% | -22.1% |
| 1Y | -3.4% | +77.7% | -81.1% | -21.8% |
| 3Y | +111.5% | +37.6% | +73.8% | +77.2% |
| 5Y | +8.8% | -35.8% | +44.6% | +12.4% |
| 10Y | +32.9% | +241.7% | -208.8% | -16.1% |
| All | +42.8% | +1,379.5% | -1,336.7% | -37.4% |
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