+521.9%
BKR vs GAP
+2,098.4%
-1,576.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.6% | -6.2% |
| 7D | -6.7% | -6.3% | -0.3% | -5.3% |
| 30D | -8.3% | -0.2% | -8.1% | -8.6% |
| 3M | -5.4% | 0.0% | -5.4% | -6.0% |
| 6M | +0.8% | -8.1% | +8.9% | +1.3% |
| YTD | +31.8% | -16.5% | +48.3% | +34.6% |
| 1Y | +28.6% | -10.5% | +39.0% | +28.5% |
| 3Y | +71.2% | +104.0% | -32.7% | +31.2% |
| 5Y | +179.2% | +6.8% | +172.5% | +132.7% |
| 10Y | +124.0% | +26.9% | +97.0% | +58.9% |
| All | +521.9% | +2,098.4% | -1,576.5% | +138.1% |
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