+28.1%
BA vs GAP
+20.3%
+7.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.6% |
| 7D | -1.7% | 0.0% | -1.8% | -1.9% |
| 30D | -9.5% | -4.3% | -5.1% | -8.4% |
| 3M | -26.5% | +9.4% | -35.9% | -29.1% |
| 6M | -27.4% | -3.3% | -24.1% | -28.0% |
| YTD | -20.6% | -10.5% | -10.1% | -20.6% |
| 1Y | -11.4% | -2.4% | -9.0% | -14.2% |
| 3Y | -10.8% | +80.1% | -90.9% | -37.7% |
| 5Y | -21.9% | +6.5% | -28.4% | -39.3% |
| 10Y | +28.1% | +14.6% | +13.5% | -30.9% |
| All | +28.1% | +20.3% | +7.8% | -30.9% |
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