-11.8%
BA vs GAP
-5.7%
-6.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.7% | +0.9% |
| 7D | +1.1% | -3.8% | +4.8% | +1.4% |
| 30D | -7.9% | -9.0% | +1.1% | -7.3% |
| 3M | -25.3% | +5.5% | -30.8% | -25.7% |
| 6M | -24.6% | -11.1% | -13.5% | -25.1% |
| YTD | -20.1% | -13.6% | -6.6% | -20.8% |
| 1Y | -11.8% | -2.9% | -8.9% | -12.9% |
| All | -11.8% | -5.7% | -6.0% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling