+191.5%
BAH vs GAP
+28.3%
+163.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +0.6% |
| 7D | -1.3% | -3.2% | +1.8% | -1.0% |
| 30D | -6.6% | -0.7% | -5.9% | -6.7% |
| 3M | -7.2% | -0.5% | -6.7% | -7.3% |
| 6M | -10.0% | -5.0% | -5.0% | -10.0% |
| YTD | -12.5% | -14.7% | +2.2% | -11.7% |
| 1Y | -27.9% | -8.6% | -19.3% | -28.0% |
| 3Y | -31.4% | +108.4% | -139.8% | -38.4% |
| 5Y | -3.2% | +5.8% | -9.0% | -10.0% |
| 10Y | +191.5% | +29.6% | +161.8% | +152.1% |
| All | +191.5% | +28.3% | +163.2% | +152.1% |
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