+40.6%
BBY vs GAP
+103.6%
-63.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.7% |
| 7D | +0.7% | -6.3% | +7.0% | +2.6% |
| 30D | +5.8% | -0.2% | +6.0% | +5.5% |
| 3M | +18.0% | 0.0% | +18.0% | +17.3% |
| 6M | +39.8% | -8.1% | +48.0% | +41.2% |
| YTD | +35.4% | -16.5% | +51.9% | +39.7% |
| 1Y | +21.4% | -10.5% | +31.9% | +22.2% |
| All | +40.6% | +103.6% | -63.0% | +16.4% |
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