+70.9%
BHP vs GAP
-9.4%
+80.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.1% | -3.2% | -5.1% |
| 7D | -3.7% | -6.3% | +2.6% | -3.0% |
| 30D | -0.8% | -0.2% | -0.6% | -0.9% |
| 3M | +7.6% | 0.0% | +7.6% | +7.3% |
| 6M | +20.8% | -8.1% | +28.9% | +20.9% |
| YTD | +50.8% | -16.5% | +67.2% | +52.1% |
| 1Y | +70.9% | -10.5% | +81.4% | +65.5% |
| All | +70.9% | -9.4% | +80.3% | +65.5% |
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