+6.4%
BAH vs GAP
+10.4%
-4.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.0% | -6.5% | +0.7% |
| 7D | +5.8% | +8.0% | -2.2% | +4.9% |
| 30D | +28.7% | +2.7% | +26.0% | +28.3% |
| 3M | +20.9% | +16.0% | +4.9% | +18.6% |
| 6M | +15.2% | +2.0% | +13.1% | +14.1% |
| YTD | +7.1% | -4.4% | +11.5% | +6.5% |
| 1Y | +6.4% | +9.2% | -2.8% | +1.4% |
| All | +6.4% | +10.4% | -4.0% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling