+1,376.8%
BAC vs GAP
+2,258.2%
-881.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +1.1% | -4.5% | +5.6% | +2.4% |
| 30D | -0.4% | +9.0% | -9.4% | -3.3% |
| 3M | +16.9% | +5.0% | +11.9% | +14.4% |
| 6M | +26.6% | -17.8% | +44.4% | +31.3% |
| YTD | +15.8% | -10.4% | +26.2% | +16.8% |
| 1Y | +27.2% | -3.4% | +30.6% | +24.4% |
| 3Y | +132.4% | +111.5% | +20.9% | +62.3% |
| 5Y | +72.6% | +8.8% | +63.8% | +36.1% |
| 10Y | +389.7% | +32.9% | +356.8% | +204.5% |
| All | +1,376.8% | +2,258.2% | -881.4% | +210.5% |
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 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