+360.5%
BE vs GAP
+1.5%
+359.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.5% | +6.9% | +7.3% |
| 7D | +20.0% | -4.5% | +24.4% | +20.9% |
| 30D | +7.9% | +9.0% | -1.1% | +5.8% |
| 3M | -13.2% | +5.0% | -18.2% | -13.9% |
| 6M | +53.5% | -17.8% | +71.3% | +62.1% |
| YTD | +191.0% | -10.4% | +201.4% | +198.6% |
| 1Y | +360.5% | -3.4% | +363.9% | +292.6% |
| All | +360.5% | +1.5% | +359.0% | +292.6% |
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