+76.2%
BND vs GAP
+110.6%
-34.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +0.1% | +1.7% | -1.6% | +0.1% |
| 30D | -0.4% | +9.3% | -9.7% | -0.3% |
| 3M | -0.2% | +6.1% | -6.3% | -0.2% |
| 6M | -1.2% | -2.3% | +1.1% | -1.2% |
| YTD | -0.3% | -10.6% | +10.3% | -0.3% |
| 1Y | +0.4% | -4.4% | +4.8% | +0.4% |
| 3Y | +13.4% | +118.3% | -104.9% | +14.1% |
| 5Y | -1.5% | +12.2% | -13.7% | -1.4% |
| 10Y | +15.5% | +33.7% | -18.3% | +16.4% |
| All | +76.2% | +110.6% | -34.4% | +79.4% |
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