-46.1%
BROS vs GAP
+3.0%
-49.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.3% |
| 7D | -2.5% | -5.2% | +2.7% | -0.9% |
| 30D | -11.2% | -6.9% | -4.3% | -9.0% |
| 3M | -33.9% | +5.7% | -39.6% | -35.1% |
| 6M | -33.5% | +0.9% | -34.4% | -34.5% |
| YTD | -44.9% | -14.5% | -30.5% | -43.2% |
| 1Y | -41.5% | -12.1% | -29.4% | -40.1% |
| 3Y | +22.4% | +72.2% | -49.7% | -7.0% |
| All | -46.1% | +3.0% | -49.1% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling