+133.9%
BP vs GAP
+28.3%
+105.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.3% | +2.5% |
| 7D | +4.0% | -3.2% | +7.2% | +4.5% |
| 30D | +7.8% | -0.7% | +8.5% | +7.6% |
| 3M | +8.4% | -0.5% | +8.8% | +7.8% |
| 6M | +15.1% | -5.0% | +20.0% | +14.3% |
| YTD | +36.4% | -14.7% | +51.1% | +37.3% |
| 1Y | +40.9% | -8.6% | +49.5% | +39.3% |
| 3Y | +38.8% | +108.4% | -69.5% | +8.6% |
| 5Y | +141.1% | +5.8% | +135.3% | +105.9% |
| 10Y | +133.9% | +29.6% | +104.3% | +57.3% |
| All | +133.9% | +28.3% | +105.6% | +57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling