-15.2%
BA vs GAP
+77.9%
-93.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +0.7% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -8.9% | -5.4% | -3.5% | -8.3% |
| 3M | -25.5% | +2.9% | -28.4% | -26.1% |
| 6M | -27.0% | -4.4% | -22.5% | -27.1% |
| YTD | -20.1% | -11.6% | -8.6% | -20.0% |
| 1Y | -11.0% | -6.0% | -5.0% | -11.9% |
| All | -15.2% | +77.9% | -93.1% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling