+310.6%
BE vs GAP
-9.4%
+319.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.6% |
| 7D | +9.7% | -6.3% | +16.1% | +11.1% |
| 30D | +22.4% | -0.2% | +22.6% | +22.2% |
| 3M | +10.4% | 0.0% | +10.3% | +10.0% |
| 6M | +67.9% | -8.1% | +76.0% | +67.9% |
| YTD | +197.5% | -16.5% | +214.0% | +209.0% |
| 1Y | +310.6% | -10.5% | +321.0% | +253.2% |
| All | +310.6% | -9.4% | +319.9% | +253.2% |
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