+65.6%
BROS vs GAP
+113.8%
-48.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -0.9% | +1.7% | -2.7% | -1.4% |
| 30D | -13.5% | +9.3% | -22.8% | -15.7% |
| 3M | -18.4% | +6.1% | -24.5% | -20.1% |
| 6M | -10.6% | -2.3% | -8.3% | -11.1% |
| YTD | -25.1% | -10.6% | -14.5% | -23.9% |
| 1Y | -28.6% | -4.4% | -24.2% | -28.8% |
| 3Y | +65.6% | +118.3% | -52.7% | +30.8% |
| All | +65.6% | +113.8% | -48.2% | +30.8% |
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