+1,383.2%
BP vs GAP
+2,180.4%
-797.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +1.8% |
| 7D | -0.8% | -9.3% | +8.6% | +0.6% |
| 30D | -3.1% | -5.5% | +2.3% | -2.5% |
| 3M | +6.2% | +3.5% | +2.7% | +4.9% |
| 6M | +4.8% | +0.7% | +4.1% | +3.4% |
| YTD | +35.2% | -13.4% | +48.5% | +35.2% |
| 1Y | +27.4% | -7.7% | +35.1% | +25.9% |
| 3Y | +49.8% | +74.4% | -24.7% | +27.2% |
| 5Y | +109.4% | +5.3% | +104.1% | +83.9% |
| 10Y | +135.7% | +4.7% | +131.0% | +87.8% |
| All | +1,383.2% | +2,180.4% | -797.2% | +754.6% |
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