+391.8%
BAC vs GAP
+34.2%
+357.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | +1.2% | +1.7% | -0.6% | +0.7% |
| 30D | -0.7% | +9.3% | -10.1% | -3.3% |
| 3M | +16.9% | +6.1% | +10.8% | +14.5% |
| 6M | +29.6% | -2.3% | +31.9% | +28.4% |
| YTD | +15.3% | -10.6% | +25.8% | +16.3% |
| 1Y | +28.8% | -4.4% | +33.3% | +26.9% |
| 3Y | +136.4% | +118.3% | +18.1% | +68.6% |
| 5Y | +72.9% | +12.2% | +60.7% | +39.5% |
| 10Y | +391.8% | +33.7% | +358.1% | +202.5% |
| All | +391.8% | +34.2% | +357.6% | +202.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling