+1,470.1%
BA vs GAP
+2,175.1%
-705.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.7% | +1.5% |
| 7D | +1.1% | -3.8% | +4.8% | +1.9% |
| 30D | -7.9% | -9.0% | +1.1% | -5.9% |
| 3M | -25.3% | +5.5% | -30.8% | -26.8% |
| 6M | -24.6% | -11.1% | -13.5% | -23.5% |
| YTD | -20.1% | -13.6% | -6.6% | -19.3% |
| 1Y | -11.8% | -2.9% | -8.9% | -13.7% |
| 3Y | -10.1% | +69.6% | -79.7% | -29.5% |
| 5Y | -22.7% | +5.4% | -28.1% | -35.7% |
| 10Y | +35.1% | +17.8% | +17.2% | -2.6% |
| All | +1,470.1% | +2,175.1% | -705.0% | +314.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling