+31.8%
BA vs GAP
+15.9%
+15.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.7% | +1.8% |
| 7D | +1.1% | -3.8% | +4.8% | +2.1% |
| 30D | -7.9% | -9.0% | +1.1% | -5.4% |
| 3M | -25.3% | +5.5% | -30.8% | -27.2% |
| 6M | -24.6% | -11.1% | -13.5% | -23.3% |
| YTD | -20.1% | -13.6% | -6.6% | -19.3% |
| 1Y | -11.8% | -2.9% | -8.9% | -14.5% |
| 3Y | -10.1% | +69.6% | -79.7% | -35.9% |
| 5Y | -22.7% | +5.4% | -28.1% | -39.9% |
| All | +31.8% | +15.9% | +15.9% | -28.2% |
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