+15,251.3%
BN vs GAP
+2,258.2%
+12,993.1%
-72.5%
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 | -2.5% | -4.5% | +2.0% | -1.6% |
| 30D | -9.5% | +9.0% | -18.5% | -11.3% |
| 3M | -10.4% | +5.0% | -15.4% | -11.6% |
| 6M | -6.4% | -17.8% | +11.5% | -3.7% |
| YTD | -11.9% | -10.4% | -1.5% | -11.1% |
| 1Y | -8.6% | -3.4% | -5.2% | -9.5% |
| 3Y | +77.6% | +111.5% | -33.9% | +42.9% |
| 5Y | +37.0% | +8.8% | +28.2% | +19.8% |
| 10Y | +266.4% | +32.9% | +233.5% | +175.2% |
| All | +15,251.3% | +2,258.2% | +12,993.1% | +6,673.6% |
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