+106.1%
BTSG vs GAP
-9.4%
+115.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.1% | -4.5% | -6.2% |
| 7D | -5.8% | -6.3% | +0.5% | -4.5% |
| 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% | +40.1% |
| YTD | +54.6% | -16.5% | +71.0% | +56.4% |
| 1Y | +106.1% | -10.5% | +116.6% | +98.9% |
| All | +106.1% | -9.4% | +115.5% | +98.9% |
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