+59.4%
BE vs GAP
-9.8%
+69.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.4% |
| 7D | +20.5% | -5.2% | +25.7% | +21.6% |
| 30D | -23.4% | -6.9% | -16.4% | -22.1% |
| 3M | -14.9% | +5.7% | -20.6% | -15.2% |
| 6M | -28.1% | +0.9% | -29.0% | -28.1% |
| YTD | +132.4% | -14.5% | +146.9% | +142.1% |
| 1Y | +59.4% | -12.1% | +71.5% | +67.0% |
| All | +59.4% | -9.8% | +69.2% | +67.0% |
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