-22.4%
BA vs GAP
+3.6%
-25.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | -0.6% | -5.2% | +4.6% | +0.4% |
| 30D | -8.0% | -6.9% | -1.1% | -6.8% |
| 3M | -25.8% | +5.7% | -31.5% | -27.0% |
| 6M | -27.6% | +0.9% | -28.5% | -28.5% |
| YTD | -21.0% | -14.5% | -6.5% | -20.2% |
| 1Y | -12.3% | -12.1% | -0.1% | -12.2% |
| 3Y | -12.8% | +72.2% | -84.9% | -30.0% |
| 5Y | -22.4% | +4.5% | -26.9% | -38.7% |
| All | -22.4% | +3.6% | -25.9% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling