+117.9%
BTSG vs GAP
+10.4%
+107.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.0% | -8.1% | -1.1% |
| 7D | +17.4% | +8.0% | +9.4% | +16.0% |
| 30D | +12.6% | +2.7% | +9.9% | +12.1% |
| 3M | +11.2% | +16.0% | -4.8% | +8.3% |
| 6M | +30.4% | +2.0% | +28.4% | +28.9% |
| YTD | +86.4% | -4.4% | +90.8% | +83.3% |
| 1Y | +117.9% | +9.2% | +108.7% | +100.6% |
| All | +117.9% | +10.4% | +107.5% | +100.6% |
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 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