+1,093.8%
BAC vs GAP
+2,180.4%
-1,086.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.6% |
| 7D | -1.9% | -9.3% | +7.5% | +0.9% |
| 30D | -7.2% | -5.5% | -1.7% | -5.8% |
| 3M | -20.4% | +3.5% | -23.9% | -21.8% |
| 6M | +1.3% | +0.7% | +0.6% | -0.8% |
| YTD | -6.4% | -13.4% | +7.0% | -5.0% |
| 1Y | -3.5% | -7.7% | +4.1% | -4.2% |
| 3Y | +96.7% | +74.4% | +22.3% | +45.9% |
| 5Y | +20.6% | +5.3% | +15.3% | -3.9% |
| 10Y | +233.0% | +4.7% | +228.4% | +123.4% |
| All | +1,093.8% | +2,180.4% | -1,086.5% | +152.5% |
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