+897.8%
BAX vs GAP
+2,254.5%
-1,356.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +2.0% |
| 7D | +9.0% | 0.0% | +9.0% | +9.0% |
| 30D | +8.5% | -4.3% | +12.8% | +9.0% |
| 3M | -4.1% | +9.4% | -13.5% | -5.5% |
| 6M | +46.9% | -3.3% | +50.2% | +46.8% |
| YTD | +38.4% | -10.5% | +48.9% | +39.4% |
| 1Y | +47.0% | -2.4% | +49.4% | +46.4% |
| 3Y | -14.9% | +80.1% | -95.0% | -23.9% |
| 5Y | -62.5% | +6.5% | -69.0% | -65.5% |
| 10Y | -33.9% | +14.6% | -48.5% | -45.0% |
| All | +897.8% | +2,254.5% | -1,356.7% | +246.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling