+25.9%
BDX vs GAP
+1.5%
+24.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -2.5% | -4.5% | +1.9% | -1.8% |
| 30D | +8.3% | +9.0% | -0.8% | +6.5% |
| 3M | +24.4% | +5.0% | +19.4% | +22.9% |
| 6M | +9.2% | -17.8% | +27.0% | +11.1% |
| YTD | +22.7% | -10.4% | +33.1% | +22.7% |
| 1Y | +25.9% | -3.4% | +29.3% | +24.8% |
| All | +25.9% | +1.5% | +24.4% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling