-3.8%
BAH vs GAP
+9.4%
-13.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -4.3% | +1.7% | -6.1% | -4.5% |
| 30D | -4.5% | +9.3% | -13.8% | -5.3% |
| 3M | -7.6% | +6.1% | -13.7% | -8.3% |
| 6M | -10.6% | -2.3% | -8.3% | -10.9% |
| YTD | -12.6% | -10.6% | -2.0% | -12.3% |
| 1Y | -27.0% | -4.4% | -22.5% | -27.3% |
| 3Y | -31.5% | +118.3% | -149.8% | -38.0% |
| 5Y | -3.8% | +12.2% | -16.0% | -12.1% |
| All | -3.8% | +9.4% | -13.2% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling