+48.0%
BAX vs GAP
+10.4%
+37.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.0% | -4.0% | +1.5% |
| 7D | +4.1% | +8.0% | -3.9% | +1.5% |
| 30D | +9.4% | +2.7% | +6.7% | +8.3% |
| 3M | -6.5% | +16.0% | -22.5% | -11.6% |
| 6M | +59.6% | +2.0% | +57.6% | +55.5% |
| YTD | +38.9% | -4.4% | +43.3% | +37.1% |
| 1Y | +48.0% | +9.2% | +38.8% | +36.8% |
| All | +48.0% | +10.4% | +37.6% | +36.8% |
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