-0.9%
BA vs GAP
+9.0%
-9.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +1.2% | -4.5% | +5.6% | +2.0% |
| 30D | -11.6% | +9.0% | -20.7% | -13.4% |
| 3M | -2.4% | +5.0% | -7.4% | -3.6% |
| 6M | -6.6% | -17.8% | +11.2% | -4.3% |
| YTD | -2.2% | -10.4% | +8.2% | -1.9% |
| 1Y | -8.0% | -3.4% | -4.6% | -9.6% |
| 3Y | -5.0% | +111.5% | -116.5% | -28.0% |
| All | -0.9% | +9.0% | -9.9% | -19.9% |
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 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