-14.9%
BAX vs GAP
+78.9%
-93.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +1.8% |
| 7D | +9.0% | 0.0% | +9.0% | +9.0% |
| 30D | +8.5% | -4.3% | +12.8% | +9.1% |
| 3M | -4.1% | +9.4% | -13.5% | -5.9% |
| 6M | +46.9% | -3.3% | +50.2% | +46.5% |
| YTD | +38.4% | -10.5% | +48.9% | +39.5% |
| 1Y | +47.0% | -2.4% | +49.4% | +46.4% |
| 3Y | -14.9% | +80.1% | -95.0% | -17.7% |
| All | -14.9% | +78.9% | -93.8% | -17.7% |
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