+22.6%
BROS vs GAP
+9.3%
+13.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | -0.7% |
| 7D | -6.6% | -3.2% | -3.4% | -5.8% |
| 30D | -12.3% | -0.7% | -11.6% | -12.5% |
| 3M | -22.2% | -0.5% | -21.7% | -22.6% |
| 6M | -14.3% | -5.0% | -9.3% | -14.2% |
| YTD | -26.6% | -14.7% | -11.9% | -24.4% |
| 1Y | -31.5% | -8.6% | -22.9% | -30.9% |
| 3Y | +62.3% | +108.4% | -46.1% | +17.2% |
| All | +22.6% | +9.3% | +13.3% | -13.3% |
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