+4.8%
BP vs GAP
-5.8%
+10.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +1.2% |
| 7D | -0.8% | -9.3% | +8.6% | -2.1% |
| 30D | -3.1% | -5.5% | +2.3% | -3.7% |
| 3M | +6.2% | +3.5% | +2.7% | +7.1% |
| 6M | +4.8% | +0.7% | +4.1% | +5.9% |
| All | +4.8% | -5.8% | +10.6% | +5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling