+21.9%
BAC vs GAP
+10.4%
+11.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +1.7% |
| 7D | +2.0% | 0.0% | +1.9% | +2.0% |
| 30D | -6.9% | -4.3% | -2.6% | -6.3% |
| 3M | -19.6% | +9.4% | -29.0% | -21.2% |
| 6M | -0.5% | -3.3% | +2.8% | -0.9% |
| YTD | -6.6% | -10.5% | +3.9% | -6.1% |
| 1Y | -3.0% | -2.4% | -0.6% | -4.2% |
| 3Y | +97.3% | +80.1% | +17.2% | +63.2% |
| 5Y | +21.9% | +6.5% | +15.4% | -1.3% |
| All | +21.9% | +10.4% | +11.5% | -1.3% |
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 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