+426.2%
BTSG vs GAP
+15.0%
+411.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.1% | -4.5% | -6.3% |
| 7D | -5.8% | -6.3% | +0.5% | -4.7% |
| 30D | 0.0% | -0.2% | +0.2% | -0.2% |
| 3M | -4.5% | 0.0% | -4.5% | -4.8% |
| 6M | +40.0% | -8.1% | +48.1% | +40.7% |
| YTD | +54.6% | -16.5% | +71.0% | +57.3% |
| 1Y | +106.1% | -10.5% | +116.6% | +106.7% |
| All | +426.2% | +15.0% | +411.2% | +380.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling