-27.5%
BAH vs GAP
+70.6%
-98.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.2% |
| 7D | +1.7% | -1.9% | +3.6% | +1.9% |
| 30D | +20.8% | -7.1% | +27.8% | +21.4% |
| 3M | +11.6% | +4.1% | +7.5% | +10.9% |
| 6M | +23.1% | +1.9% | +21.2% | +22.4% |
| YTD | +5.3% | -15.2% | +20.5% | +5.9% |
| 1Y | +6.1% | -10.6% | +16.8% | +6.2% |
| 3Y | -27.5% | +74.6% | -102.1% | -28.2% |
| All | -27.5% | +70.6% | -98.1% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling