+934.0%
BE vs GAP
-6.6%
+940.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.2% |
| 7D | +9.7% | -6.3% | +16.1% | +12.4% |
| 30D | +22.4% | -0.2% | +22.6% | +21.5% |
| 3M | +10.4% | 0.0% | +10.3% | +8.6% |
| 6M | +67.9% | -8.1% | +76.0% | +68.5% |
| YTD | +197.5% | -16.5% | +214.0% | +208.3% |
| 1Y | +310.6% | -10.5% | +321.0% | +310.9% |
| 3Y | +1,657.2% | +104.0% | +1,553.3% | +1,012.5% |
| 5Y | +1,218.2% | +6.8% | +1,211.4% | +895.5% |
| All | +934.0% | -6.6% | +940.6% | +472.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling