+898.2%
BAX vs GAP
+2,227.0%
-1,328.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +3.6% | -0.1% | +3.7% | +3.6% |
| 30D | +8.5% | -5.4% | +13.9% | +9.2% |
| 3M | -4.9% | +2.9% | -7.8% | -5.5% |
| 6M | +47.0% | -4.4% | +51.4% | +47.1% |
| YTD | +38.4% | -11.6% | +50.0% | +39.6% |
| 1Y | +49.1% | -6.0% | +55.2% | +49.3% |
| 3Y | -14.9% | +78.0% | -92.9% | -23.7% |
| 5Y | -63.1% | +8.5% | -71.6% | -66.2% |
| 10Y | -35.6% | +8.6% | -44.2% | -46.0% |
| All | +898.2% | +2,227.0% | -1,328.8% | +246.7% |
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 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