-34.8%
BROS vs GAP
+1.5%
-36.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -6.7% | -4.5% | -2.2% | -5.2% |
| 30D | -29.1% | +9.0% | -38.1% | -31.7% |
| 3M | -16.7% | +5.0% | -21.7% | -18.8% |
| 6M | -11.6% | -17.8% | +6.2% | -5.3% |
| YTD | -23.9% | -10.4% | -13.5% | -22.7% |
| 1Y | -34.8% | -3.4% | -31.4% | -40.4% |
| All | -34.8% | +1.5% | -36.3% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling