+875.9%
BAX vs GAP
+2,258.2%
-1,382.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | -1.1% | -4.5% | +3.3% | -0.6% |
| 30D | -5.5% | +9.0% | -14.5% | -6.6% |
| 3M | +33.5% | +5.0% | +28.5% | +32.5% |
| 6M | +35.9% | -17.8% | +53.7% | +38.6% |
| YTD | +35.4% | -10.4% | +45.7% | +36.5% |
| 1Y | +9.8% | -3.4% | +13.1% | +9.5% |
| 3Y | -32.7% | +111.5% | -144.2% | -41.1% |
| 5Y | -65.6% | +8.8% | -74.4% | -68.4% |
| 10Y | -34.9% | +32.9% | -67.8% | -46.9% |
| All | +875.9% | +2,258.2% | -1,382.3% | +239.0% |
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