+1,251.0%
BE vs GAP
+9.4%
+1,241.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.2% | +9.9% | +9.7% |
| 7D | +29.8% | +1.7% | +28.0% | +29.1% |
| 30D | +26.4% | +9.3% | +17.1% | +21.7% |
| 3M | +9.3% | +6.1% | +3.2% | +5.8% |
| 6M | +105.1% | -2.3% | +107.3% | +101.6% |
| YTD | +219.0% | -10.6% | +229.6% | +222.8% |
| 1Y | +418.8% | -4.4% | +423.2% | +408.4% |
| 3Y | +1,784.6% | +118.3% | +1,666.3% | +1,065.7% |
| 5Y | +1,251.0% | +12.2% | +1,238.8% | +754.2% |
| All | +1,251.0% | +9.4% | +1,241.6% | +754.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling