+1,359.3%
BP vs GAP
+2,175.1%
-815.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.8% | +0.2% |
| 7D | -11.6% | -3.8% | -7.9% | -11.2% |
| 30D | 0.0% | -9.0% | +9.1% | +1.2% |
| 3M | +6.7% | +5.5% | +1.3% | +5.2% |
| 6M | +2.2% | -11.1% | +13.2% | +2.6% |
| YTD | +33.0% | -13.6% | +46.5% | +33.0% |
| 1Y | +30.7% | -2.9% | +33.6% | +28.2% |
| 3Y | +44.2% | +69.6% | -25.4% | +23.1% |
| 5Y | +105.1% | +5.4% | +99.8% | +80.1% |
| 10Y | +133.5% | +17.8% | +115.7% | +83.1% |
| All | +1,359.3% | +2,175.1% | -815.8% | +741.2% |
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