+27.0%
BROS vs GAP
+14.8%
+12.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -6.7% | -4.5% | -2.2% | -5.5% |
| 30D | -29.1% | +9.0% | -38.1% | -31.1% |
| 3M | -16.7% | +5.0% | -21.7% | -18.4% |
| 6M | -11.6% | -17.8% | +6.2% | -7.9% |
| YTD | -23.9% | -10.4% | -13.5% | -22.8% |
| 1Y | -34.8% | -3.4% | -31.4% | -35.3% |
| 3Y | +62.1% | +111.5% | -49.4% | +16.7% |
| All | +27.0% | +14.8% | +12.2% | -11.3% |
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 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