+7,943.2%
BHP vs GAP
+2,258.2%
+5,684.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -2.9% | -4.5% | +1.6% | -2.0% |
| 30D | +3.4% | +9.0% | -5.7% | +1.2% |
| 3M | +4.1% | +5.0% | -0.9% | +2.5% |
| 6M | +20.6% | -17.8% | +38.4% | +23.8% |
| YTD | +56.1% | -10.4% | +66.5% | +56.9% |
| 1Y | +69.6% | -3.4% | +73.0% | +67.1% |
| 3Y | +78.8% | +111.5% | -32.7% | +39.2% |
| 5Y | +113.1% | +8.8% | +104.2% | +79.8% |
| 10Y | +505.9% | +32.9% | +473.0% | +327.5% |
| All | +7,943.2% | +2,258.2% | +5,684.9% | +3,702.9% |
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