+49.0%
BP vs GAP
+72.9%
-23.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.8% | -0.2% |
| 7D | -11.6% | -3.8% | -7.9% | -11.5% |
| 30D | 0.0% | -9.0% | +9.1% | +0.4% |
| 3M | +6.7% | +5.5% | +1.3% | +6.2% |
| 6M | +2.2% | -11.1% | +13.2% | +2.5% |
| YTD | +33.0% | -13.6% | +46.5% | +33.1% |
| 1Y | +30.7% | -2.9% | +33.6% | +29.3% |
| All | +49.0% | +72.9% | -23.8% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling