+26.8%
BA vs GAP
+7.3%
+19.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.3% |
| 7D | -1.4% | -9.3% | +8.0% | +1.4% |
| 30D | -7.9% | -5.5% | -2.4% | -6.5% |
| 3M | -25.2% | +3.5% | -28.6% | -26.6% |
| 6M | -26.7% | +0.7% | -27.4% | -28.2% |
| YTD | -19.6% | -13.4% | -6.3% | -18.8% |
| 1Y | -10.6% | -7.7% | -2.9% | -11.9% |
| 3Y | -11.2% | +74.4% | -85.7% | -37.4% |
| 5Y | -20.4% | +5.3% | -25.8% | -38.1% |
| 10Y | +26.8% | +4.7% | +22.1% | -31.1% |
| All | +26.8% | +7.3% | +19.4% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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