+977.1%
BE vs GAP
-4.6%
+981.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -1.2% |
| 7D | +23.9% | -3.2% | +27.1% | +25.4% |
| 30D | +27.8% | -0.7% | +28.5% | +27.1% |
| 3M | +3.7% | -0.5% | +4.2% | +2.3% |
| 6M | +78.0% | -5.0% | +82.9% | +76.4% |
| YTD | +209.9% | -14.7% | +224.6% | +218.6% |
| 1Y | +389.6% | -8.6% | +398.2% | +386.4% |
| 3Y | +1,730.6% | +108.4% | +1,622.2% | +1,049.8% |
| 5Y | +1,227.8% | +5.8% | +1,222.0% | +907.6% |
| All | +977.1% | -4.6% | +981.7% | +491.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling