+668.0%
BE vs GAP
-5.2%
+673.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.6% |
| 7D | +10.8% | -1.9% | +12.7% | +11.7% |
| 30D | -19.8% | -7.1% | -12.7% | -17.8% |
| 3M | -18.7% | +4.1% | -22.8% | -20.6% |
| 6M | -33.7% | +1.9% | -35.7% | -35.6% |
| YTD | +121.0% | -15.2% | +136.2% | +127.2% |
| 1Y | +85.4% | -10.6% | +96.0% | +85.7% |
| 3Y | +1,709.5% | +74.6% | +1,634.9% | +1,125.1% |
| 5Y | +462.2% | +3.7% | +458.5% | +331.9% |
| All | +668.0% | -5.2% | +673.2% | +322.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling